Ectopic deposition of lipids in liver and other extrahepatic tissues alters their function and occurs once adipose tissue fat storage capacity is exceeded. We investigated sexual dimorphism in the effects of dietary obesity on the liver insulin signaling pathway, as well as its connection to differences in hepatic fat accumulation. Ten-week-old Wistar rats of both sexes were fed a standard diet or a high-fat diet for 26 weeks. Insulin, adipokine levels, and glucose tolerance were measured. Lipid content, PPARα mRNA expression and protein levels of insulin receptor subunit β (IRβ), IR substrate 2 (IRS-2), Ser/Thr kinase A (Akt), and pyruvate dehydrogenase kinase isozyme 4 (PDK4) were measured in liver. In control rats, serum parameters and hepatic levels of IRβ, IRS-2, and Akt proteins pointed to a profile of better insulin sensitivity in females. In response to dietary treatment, female rats exhibited a greater increase in body mass and adiposity and lower liver fat accumulation than males, but maintained better glucose tolerance. The reduced insulin signaling capacity in the liver of obese female rats seems to prevent lipid accumulation and probably lipotoxicity-associated hepatic disorders.