Despite good adherence to supervised endurance exercise training (EET), some individuals experience no or little improvement in peripheral insulin sensitivity. The genetic and molecular mechanisms underlying this phenomenon are currently not understood. By investigating genome-wide variants associated with baseline and exercise-induced changes (∆) in insulin sensitivity index (Si) in healthy volunteers, we have identified novel candidate genes whose mouse knockouts phenotypes were consistent with a causative effect on Si. An integrative analysis of functional genomic and transcriptomic profiles suggests genetic variants have an aggregate effect on baseline Si and ∆Si, focused around cholinergic signalling, including downstream calcium and chemokine signalling. The identification of calcium regulated MEF2A transcription factor as the most statistically significant candidate driving the transcriptional signature associated to ∆Si further strengthens the relevance of calcium signalling in EET mediated Si response.