Brown adipose tissue (BAT) has been widely studied in targeting against metabolic diseases such as obesity, type 2 diabetes and insulin resistance due to its role in nutrient metabolism and energy regulation. Whether exercise promotes adipose tissue thermogenesis and browning remains controversial. The results from human and rodent studies contradict each other. In our opinion, fat thermogenesis or browning promoted by exercise should not be a biomarker of health benefits, but an adaptation under the stress between body temperature regulation and energy supply and expenditure of multiple organs. In this review, we discuss some factors that may contribute to conflicting experimental results, such as different thermoneutral zones, gender, training experience and the heterogeneity of fat depots. In addition, we explain that a redox state in cells potentially causes thermogenesis heterogeneity and different oxidation states of UCP1, which has led to the discrepancies noted in previous studies. We describe a network by which exercise orchestrates the browning and thermogenesis of adipose tissue with total energy expenditure through multiple organs (muscle, brain, liver and adipose tissue) and multiple pathways (nerve, endocrine and metabolic products), providing a possible interpretation for the conflicting findings.