Adipose tissue has been classified into white adipose tissue (WAT), brown adipose tissue (BAT), and beige adipose tissue the latter of which is produced as WAT changes into BAT due to exposure to cold temperature or exercise. In response to these stimulations, WAT produces heat by increasing mitochondrial contents and the expression of uncoupling protein 1 (UCP1), thus facilitating browning. Exercise is known to be one of the triggers for WAT browning, but the effects of exercise intensity on the browning of WAT remain to be unclear. Therefore, in this study, we aimed to examine the effects of high- or low-intensity exercises on the browning of WAT. Mice performed high- or low-intensity running on a treadmill running 3 days a week for four weeks. As per our findings, it was determined that four weeks of running did not significantly reduce inguinal WAT (iWAT) wet weight but did significantly reduce adipocytes size, regardless of exercise intensity. The protein expression level of UCP1 was significantly increased in iWAT by high-intensity running. In addition, the expression of oxidative phosphorylation proteins (OXPHOS) in iWAT was significantly increased by high-intensity running. These results demonstrated that high-intensity exercise might be effective for increasing mitochondrial contents and heat production capacity in iWAT. Furthermore, we found that high-intensity running increased the protein expression level of fibroblast growth factor 21 (FGF21) in skeletal muscle compared with that in low intensity running. We have also examined the relationship between browning of WAT and the expression of FGF21 in skeletal muscle and found a positive correlation between the protein expression of UCP1 in iWAT and the protein expression of FGF21 in gastrocnemius muscle. In conclusion, we suggest that high-intensity exercise is effective for the browning of WAT and the increase of FGF21 in skeletal muscle.