The role of aerobic exercise in preventing and improving non-alcoholic fatty liver has been widely established. SRA is a long non-coding RNA, which has received increasing attention due to its important role in lipid metabolism. However, it is unclear whether aerobic exercise can prevent and treat hepatic lipid accumulation via SRA. The mice were randomly divided into four groups as follows, normal control group, normal aerobic exercise group, high-fat diet group (HFD), and high-fat diet plus aerobic exercise (8 weeks, 6 days/week, 18 m/min for 50 min, 6% slope) group (HAE). After 8 weeks, the mice in the HAE group showed significant improvement in hepatic steatosis. Body weight as well as blood TC, LDL-C, and liver TG levels were significantly lower in the HAE group than in the HFD group. Compared with the HFD group, the expression of SRA was markedly suppressed and the expression of ATGL was significantly increased in the HAE group. Additionally, the JNK/P38 signaling was inhibited, the pro-inflammatory factors were down-regulated, and the anti-inflammatory factor was increased. In addition to this, the same results were shown in experiments with overexpression of SRA. The results of this study provided new support for aerobic exercise to improve hepatic lipid metabolism via lncRNA.