Exercise training improves peripheral insulin sensitivity and leads to molecular adaptations in the skeletal muscle. We investigated changes in the expression of key muscle proteins in the glucose metabolic pathway following active commuting by bike or leisure-time exercise at two different intensities. In addition, potential associations between insulin sensitivity and muscle protein expression were examined. This per-protocol analysis included 72 out of 130 physically inactive, healthy women and men (20-45 years) with overweight/obesity (BMI: 25-35 kg/m²) who completed 6 months of no intervention (CON, n = 12), active commuting by bike (BIKE, n = 14), or leisure-time exercise of moderate (MOD, n = 28) or vigorous (VIG, n = 18) intensity. Exercise was prescribed 5 days/week with a weekly exercise energy expenditure of 1,600 kcal for women and 2,100 kcal for men. Insulin sensitivity was determined by a hyperinsulinemic euglycemic clamp and skeletal muscle biopsies were obtained from m. vastus lateralis and analyzed for protein expression at baseline and after 3 and 6 months of intervention. We found an increased expression of pyruvate dehydrogenase (PDH) in the exercise groups compared with the control group following 6 months of training. No differential effects were observed on the protein expression following moderate versus vigorous intensity exercise. In addition, we found a positive association between insulin sensitivity and the expression of glucose transporter type 4 as well as PDH. The positive association and the increase in expression of PDH after exercise training points toward a role for PDH in the training-induced enhancement of insulin sensitivity.