The purpose of this study was to determine if, after adjusting for the contribution of exercise dose, exercise intensity was associated with the improvement of insulin sensitivity. Abdominally obese, sedentary men (n = 16, (mean ± SD) age 45.0 ± 7.5 years, waist circumference 108.6 ± 5.3 cm) and women (n = 18, (mean ± SD) age 42.3 ± 6.2 years, waist circumference 100.1 ± 8.2 cm) performed daily, supervised exercise for 3 and 4 months, respectively. Exercising at a self-selected exercise intensity, men were required to expend 700 kcal per session and women 500 kcal per session. Exercise intensity and dose were determined using heart rate and oxygen consumption data obtained from repeated graded exercise tests. Insulin sensitivity was determined by hyperinsulinemic euglycemic clamp. Insulin sensitivity improved in both men and women (change scores: men 7.2 ± 5.4 mg·(kg skeletal muscle (skm))(-1)·min(-1); women 5.8 ± 7.1 mg·(kg skm)(-1)·min(-1); p 0.05). Our findings suggest that exercise intensity is independently associated with the improvement of insulin sensitivity in abdominally obese men but not women.