Background: Nutrition and exercise are important factors for addressing metabolic syndrome and sarcopenia as they are related to insulin secretion. Proteins, particularly branched-chain amino acids (BCAAs), have insulinotropic effects, while exercise reduces insulin secretion. It is thus important to investigate the effects of protein intake and exercise alone and in combination to determine suitable dietary and exercise therapies for treating metabolic syndrome and sarcopenia. Methods: Eight healthy young adult female volunteers participated in a crossover trial consisting of two 5-day experiments. Days 1 and 2 comprised a body-weight-maintained adjustment period during which the participants consumed control diets (energy, 2,010 kcal; protein, 51.9 g). Days 3 to 5 comprised the treatment period during which the participants consumed experimental diets (energy, 2,010 kcal; protein 82.3 g) containing 402 kcal of fat-free milk, and either performed only normal daily activities (non-Ex) or performed normal daily activities and exercised on a bicycle with an ergometer at a target intensity of about 50% of the maximal oxygen intake, expending 402 kcal of additional energy (Ex). Total urine samples were collected during the daytime (6:45 to 18:45) and nighttime (18:45 to 6:45 the next morning). Fasting blood samples were collected early in the morning before and after the treatment period. Results: Plasma valine, leucine, and BCAA levels were significantly elevated after both the non-Ex and Ex periods. Serum insulin levels were significantly elevated only after the non-Ex period. Urinary C-peptide immunoreactivity excretion levels increased significantly during the non-Ex period, but they decreased significantly during the Ex period. After the Ex period, the serum triglyceride and remnant lipoprotein-cholesterol (RLP-C) levels were significantly decreased. Homeostatic model assessment for insulin resistance (HOMA-IR) and atherosclerosis index (AI) values were slightly, yet significantly, increased after the non-Ex period, but were unchanged after the Ex period. The degree of change (Δ) in the RLP-C level significantly and positively correlated with the Δ HOMA-IR and Δ AI.