Healthy first-degree relatives with heredity of type 2 diabetes (FH+) are known to have metabolic inflexibility compared with subjects without heredity for diabetes (FH−). In this study, we aimed to test the hypothesis that FH+ individuals have an impaired response to exercise compared with FH−. Sixteen FH+ and 19 FH− insulin-sensitive men similar in age, peak oxygen consumption (V̇o2 peak), and body mass index completed an exercise intervention with heart rate monitored during exercise for 7 mo. Before and after the exercise intervention, the participants underwent a physical examination and tests for glucose tolerance and exercise capacity, and muscle biopsies were taken for expression analysis. The participants attended, on average, 39 training sessions during the intervention and spent 18.8 MJ on exercise. V̇o2 peak/kg increased by 14%, and the participants lost 1.2 kg of weight and 3 cm waist circumference. Given that the FH+ group expended 61% more energy during the intervention, we used regression analysis to analyze the response in the FH+ and FH− groups separately. Exercise volume had a significant effect on V̇o2 peak, weight, and waist circumference in the FH− group, but not in the FH+ group. After exercise, expression of genes involved in metabolism, oxidative phosphorylation, and cellular respiration increased more in the FH− compared with the FH+ group. This suggests that healthy, insulin-sensitive FH+ and FH− participants with similar age, V̇o2 peak, and body mass index may respond differently to an exercise intervention. The FH+ background might limit muscle adaptation to exercise, which may contribute to the increased susceptibility to type 2 diabetes in FH+ individuals.