Due to changes in life style, obesity and obesity related complication such as insulin resistance, type 2 diabetes and non-alcoholic fatty liver disease caused worldwide health problems. Regular exercise has been frequently prescribed to combat metabolic complication of obesity but its molecular mechanism has not been fully illustrated. We investigated molecular mechanism of lipid lowering effect of exercise training in high fat diet fed mice by focusing on miR-33 expression and autophagy pathway. 24 mice were assigned to normal chow (NC) (n=8), high-fat diet (HFD) (n=16) group and subjected to NC and HFD for 13-weeks. HFD groups were divided to sedentary (HFD n=8) or continuous endurance training (HFD+CET, n=8) subgroups. The HFD+CET mice were subjected to treadmill running for 10-weeks in 23-week HFD course. HFD increased body weight, fasting blood sugar, triglyceride, cholesterol, aspartate aminotransferase (AST), alanine aminotransferase (ALT), liver lipogenic genes expression and reduced miR-33 mRNA expression and autopahgy pathway while training program reversed them. Exogenous miR-33 mimic sequence induced autophagy and reduced lipogenesis in HepG2 cells. Autophagy induction by rapamycin reduced lipogenesis and autophagy inhibition by chloroquine, enhanced lipogenesis in HepG2 cells. These findings suggest that aerobic exercise training as a non-pharmacological therapy exerts its lipid lowering effects by miR-33 dependent autophagy induction.