Mothers’ antenatal strategies to improve the intrauterine environment can positively decrease pregnancy-derived intercurrences. By challenging the mother–fetus unit, gestational exercise (GE) favorably modulates deleterious stimuli, such as high-fat, high-sucrose (HFHS) diet-induced adverse consequences for offspring. We aimed to analyze whether GE alters maternal HFHS-consumption effects on male offspring’s maximal workload performance (MWP) and in some skeletal muscle (the soleus—SOL and the tibialis anterior—TA) biomarkers associated with mitochondrial biogenesis and oxidative fitness. Infant male Sprague-Dawley rats were divided into experimental groups according to mothers’ dietary and/or exercise conditions: offspring of sedentary control diet-fed or HFHS-fed mothers (C–S or HFHS–S, respectively) and of exercised HFHS-fed mothers (HFHS–E). Although maternal HFHS did not significantly alter MWP, offspring from GE dams exhibited increased MWP. Lower SOL AMPk levels in HFHS–S were reverted by GE. SOL PGC-1α, OXPHOS C-I and C-IV subunits remained unaltered by maternal diet, although increased in HFHS–E offspring. Additionally, GE prevented maternal diet-related SOL miR-378a overexpression, while upregulated miR-34a expression. Decreased TA C-IV subunit expression in HFHS–S was reverted in HFHS–E, concomitantly with the downregulation of miR-338. In conclusion, GE in HFHS-fed dams increases the offspring’s MWP, which seems to be associated with the intrauterine modulation of SM mitochondrial density and functional markers.