Exercise has been shown to be effective for treating obesity and type 2 diabetes. However, the molecular mechanisms for adaptation to exercise training are not fully understood. Endoplasmic reticulum (ER) stress has been linked to metabolic dysfunction. Here we show that the unfolded protein response (UPR), an adaptive response pathway that maintains ER homeostasis upon luminal stress, is activated in skeletal muscle during exercise and adapts skeletal muscle to exercise training. The transcriptional coactivator PGC-1α, which regulates several exercise-associated aspects of skeletal muscle function, mediates the UPR in myotubes and skeletal muscle through coactivation of ATF6α. Efficient recovery from acute exercise is compromised in ATF6α^−/− mice. Blocking ER-stress-related cell death via deletion of CHOP partially rescues the exercise intolerance phenotype in muscle-specific PGC-1α KO mice. These findings suggest that modulation of the UPR through PGC1α represents an alternative avenue to improve skeletal muscle function and achieve metabolic benefits.