We aimed to investigate whether swimming exercise could improve insulin resistance (IR) by regulating tripartite motif family protein 72 (TRIM72) expression and AKT signal pathway in rats fed with high-fat diet. Five-week-old rats were classified into 3 groups: standard diet as control (CON), high-fat diet (HFD), and HFD plus swimming exercise (Ex-HFD). After 8 weeks, glucose infusion rate (GIR), markers of oxidative stress, mRNA and protein expression of TRIM72, protein of IRS, p-AKTSer473, and AKT were determined in quadriceps muscles. Compared with HFD, the GIR, muscle SOD, and GSH-Px were significantly increased (p < 0.05, resp.), whereas muscle MDA and 8-OHdG levels were significantly decreased (p < 0.05 and p < 0.01) in Ex-HFD. Expression levels of TRIM72 mRNA and protein in muscles were significantly reduced (p < 0.05 and p < 0.01), whereas protein expression levels of IRS-1, p-AKTSer473, and AKT were significantly increased in Ex-HFD compared with HFD (p < 0.01, p < 0.01, and p < 0.05). These results suggest that an 8-week swimming exercise improves HFD-induced insulin resistance maybe through a reduction of TRIM72 in skeletal muscle and enhancement of AKT signal transduction.