The aim of the study was to determine, in rats of both sexes, the effect of HF diet feeding on the expression of adipokines involved in inflammatory status and insulin sensitivity and on the levels of proteins involved in lipid handling of retroperitoneal adipose tissue. Eight-week-old Wistar rats of both sexes were fed a control diet (2.9% w/w fat) or an HF diet (30% w/w fat) for 14 weeks. Adiponectin, peroxisome proliferator–activated receptor γ and inflammatory marker mRNA levels were analyzed by real-time polymerase chain reaction. Levels of insulin receptor, glucose transporter 4, carnitine palmitoyltransferase 1, fatty acid synthase, hormone-sensitive lipase and lipoprotein lipase were determined by Western blot. HF diet feeding did not induce hyperphagia or body weight gain but did promote an increase in adiposity although only in male rats. HF diet impaired glucose tolerance and the expression of inflammatory and insulin sensitivity markers in adipose tissue of male rats, but not in female rats. Male rats seem to be more prone to disorders associated with an unbalanced composition of the diet, even in the absence of hyperphagia. In contrast, female rats counteract excessive fat intake by improving their ability to use lipid fuels, which limits adiposity and maintains insulin sensitivity. Copyright © 2012 John Wiley & Sons, Ltd.