Experimental studies manipulating diet and exercise have shown varying effects on metabolic syndrome components in both humans and rodents. To examine the potential interactive effects of diet, exercise and genetic background, we studied mice from four replicate lines bred (52 generations) for high voluntary wheel running (HR lines) and four unselected control lines (C). At weaning, animals were housed for 60 days with or without wheels and fed either a standard chow or Western diet (WD, 42% kcal from fat). Four serial (three juvenile and one adult) blood samples were taken to measure fasting total cholesterol (TC), high-density lipoprotein cholesterol (HDL-C), triglycerides and glucose. Western diet was obesogenic for all mice, even after accounting for the amount of wheel running and kilojoules consumed. Western diet significantly raised glucose as well as TC and HDL-C concentrations. At the level of individual variation (repeatability), there was a modest correlation (r = 0.3–0.5) of blood lipids over time, which was reduced with wheel access and/or WD. Neither genetic selection history nor wheel access had a statistically significant effect on blood lipids. However, HR and C mice had divergent ontogenetic trajectories for body mass and caloric intake. HR mice also had lower adiposity, an effect that was dependent on wheel access. The environmental factors of diet and wheel access had pronounced effects on body mass, food consumption and fasting glucose concentrations, interacting with each other and/or with genetic strain. These data underscore the importance (and often unpredictable nature) of genotype-by-environment and environment-by-environment interactions when studying body weight regulation.