The rates of obesity and sedentary lifestyle are on a dramatic incline, with associated detrimental health effects among women in particular. Although exercise prescriptions are useful for overcoming these problems, success can be hampered by differential responsiveness among individuals in cardiovascular fitness indices (i.e. improvements in strength, lipids, VO2max). Genomic factors appear to play an important role in determining this inter-individual variation. We performed microarray analyses on mRNA in whole blood from 60 sedentary women from a multi-ethnic cohort who underwent 12 weeks of exercise, to identify gene subsets that were differentially expressed between individuals who experienced the greatest and least improvements in fitness. We identified 43 transcripts in 39 unique genes (FDR<10%; FC>1.5) whose expression increased the most in “high” versus “low” pre-menopausal female responders. These 39 genes were enriched in six biological pathways, including oxidative phosphorylation (p = 8.08 × 10−3). Several of the 39 genes (i.e. TIGD7, UQCRH, PSMA6, WDR12, TFB2M, USP15) have previously reported associations with fitness-related phenotypes. In summary, we identified gene signatures based on mRNA analysis that define responsiveness to exercise in a largely minority-based female cohort. Importantly, this study validates several genes/pathways previously associated with exercise responsiveness and extends these findings with additional novel genes.