Long non-coding RNAs (lncRNAs) regulate multiple cellular processes. However, knowledge of the responses and regulatory functions of lncRNAs in physical exercise and training remains limited. As part of the Molecular Transducers of Physical Activity Consortium (MoTrPAC), we conducted a comprehensive analysis of lncRNA expression patterns in 18 tissues after an 8-week progressive endurance training program in rats. The lncRNA expression pattern was largely tissue-specific. In total, 759 unique lncRNAs were found to be differentially expressed across all tissues, generally displaying lower abundance, shorter transcript length, and reduced GC content compared with protein-coding genes. The most pronounced changes were observed in white and brown adipose tissues, the hypothalamus, and the adrenal gland. In the two skeletal muscle tissues investigated, only two lncRNAs were commonly differentially expressed. White and brown adipose tissues revealed a correlation between upregulated differentially expressed lncRNAs and coding genes associated with immune regulation. We identified substantial sex differences in the lncRNA regulatory landscape in response to exercise training. This comprehensive tissue-specific characterization of exercise-responsive lncRNAs opens new avenues for understanding exercise as molecular medicine and may inform the development of lncRNA-targeted therapeutics that harness the beneficial effects of exercise.