Most of obese subjects show leptin resistance, characterized by abnormal increase of serum leptin but diminished effects of leptin on inhibiting appetite, enhancing energy expenditure and decreasing blood glucose. Reducing leptin resistance is considered as an effective strategy to treat obesity and obesity related diseases. Exercise decreases obesity, improves glycolipid metabolism and increases insulin sensitivity, which are closely related to exercise-induced decrease of serum leptin and alleviation of leptin resistance. This review mainly summarized the mechanisms of exercise-induced improvements of leptin resistance in obesity, including lowering hyperleptinaemia and decreasing central and peripheral leptin resistance. Alleviation of hyperleptinaemia in obesity by exercise attributes to decreased fat mass and improved inflammation. For the decrease of central leptin resistance in obesity, exercise modulates neurons activities (stimulating SF-1, POMC neurons and inhibiting AgRP neurons) and other molecules related to energy metabolic homeostasis and food intake (elevating hypothalamic IL-6), and regulates expressions of proteins involved in leptin signaling of hypothalamus (stimulating STAT3, and inhibiting PTP1B and SOCS3); while exercise-induced decrease of peripheral leptin resistance comes from improvements of body composition (decreased fat mass, increased brown adipose tissue and reduced inflammation) and regulation of protein expressions involved in leptin signaling in muscle and liver (inhibiting SOCS3 and PTP1B). This review could provide a new insight into the mechanism of exercise-mediated prevention and treatment of obesity.