High fat feeding impairs skeletal muscle metabolic flexibility and induces insulin resistance, whereas exercise training exerts positive effects on substrate handling and improves insulin sensitivity. To identify the genomic mechanisms by which exercise ameliorates some of the deleterious effects of high fat feeding, we investigated the transcriptional and epigenetic response of human skeletal muscle to 9 days of a high-fat diet (HFD) alone (Sed-HFD) or in combination with resistance exercise (Ex-HFD), using genome-wide profiling of gene expression and DNA methylation. HFD markedly induced expression of immune and inflammatory genes, which was not attenuated by Ex. Conversely, Ex markedly remodelled expression of genes associated with muscle growth and structure. We detected marked DNA methylation changes following HFD alone and in combination with Ex. Among the genes that showed a significant association between DNA methylation and gene expression changes were PYGM, which was epigenetically regulated in both groups, and ANGPTL4, which was regulated only following Ex. In conclusion, while short-term Ex did not prevent a HFD-induced inflammatory response, it provoked a genomic response that may protect skeletal muscle from atrophy. These epigenetic adaptations provide mechanistic insight into the gene-specific regulation of inflammatory and metabolic processes in human skeletal muscle.