This work assessed whether walking affects bodily development and metabolic parameters of female rats raised in small litters (three pups, group S) or control litters (nine pups, group C). After weaning, some of the rats had five sessions per week of a 30-min treadmill walking (CE and SE), while the others remained sedentary (CS and SS) until the age of 120 days. Exercise caused a reduction of body weight (CS/CE = 1.18), Lee index (CS/CE = 1.04), fasting blood glucose (CS/CE = 1.35), mesenteric (CS/CE = 1.23), and ovarian fat (CS/CE = 1.33) in CE, but only glucose was decreased in SE (SS/SE = 1.16). The diameter of adipocytes decreased to a half in the small-litter groups. Exercise increased subcutaneous (CS/CE = 0.88 and SS/SE = 0.71), but decreased retroperitoneal adipocytes (CS/CE = 1.2 and SS/SE = 1.3). Litter size reduction had little impact on females at the age of 120 days, but the light physical activity seemed insufficient to counteract all the effects of lactational overfeeding. On the other hand, pups from exercised mothers had a decrease in their biometric and glycemic indexes, demonstrating the transgenerational action of regular, although light, exercise.