Exercise training (Ex) has anti-hypertensive and renal protective effects. In this study, we investigate the effects of Ex on mitochondrial fatty acid metabolism in the kidneys of Dahl salt-sensitive (Dahl-S) rats fed a high-salt (HS) diet. Eight-week-old, male Dahl-S rats were divided into three groups: (1) normal-salt diet, sedentary (NS-Sed), (2) HS diet, sedentary (HS-Sed), and (3) HS-Ex. The NS and HS groups were fed a diet containing 0.6% and 8% NaCl, respectively. The HS-Ex group performed treadmill running for 8 weeks (5 days/week; 60 min/day at 16–20 m/min, 0% gradient). Renal function and the expression of enzymes and regulators of β-oxidation and electron transport chain (ETC) complexes were assessed. HS increased systolic blood pressure and proteinuria, and Ex ameliorated these defects. HS also reduced creatinine clearance, and Ex ameliorated it. HS reduced the renal expression of enzymes of β-oxidation (carnitine palmitoyltransferase type I (CPTI) and acyl-CoA dehydrogenases (CADs)) and the related transcription factors peroxisome proliferator-activated receptor α (PPARα) and PPARγ-coactivator-1α (PGC-1α), and Ex restored this. HS also reduced the renal expression of enzymes in ETC complexes, and Ex restored this expression. Ex ameliorates HS-induced renal damage by upregulating enzymes involved in fatty acid β-oxidation and ETC complexes via increases in PPAR-α and PGC-1α expressions in the kidneys of Dahl-S rats. These results suggest that Ex may have beneficial effects on HS-induced mitochondrial dysfunction in the kidney.