The intake of whey protein isolate (WPI) is known to reduce high-fat diet (HFD)-induced body-weight gain and adiposity. However, the molecular mechanisms are not fully understood. To this end, we fed C57BL/6J mice for 8 weeks with diets containing 10% energy as fat (low-fat diet, LFD) or 45% energy as fat (HFD) enriched with either 20% energy as casein (LFD and HFD) or WPI (high-fat WPI). Metabolic parameters and the hypothalamic and epididymal adipose tissue expression of energy balance-related genes were investigated. The HFD increased fat mass and plasma leptin levels and decreased the dark-phase energy intake, meal number, RER, and metabolic (VO2 and heat) and locomotor activities compared with the LFD. The HFD increased the hypothalamic tissue mRNA expression of the leptin receptor, insulin receptor (INSR) and carnitine palmitoyltransferase 1b (CPT1b). The HFD also reduced the adipose tissue mRNA expression of GLUT4 and INSR. In contrast, WPI reduced fat mass, normalised dark-phase energy intake and increased meal size in HFD-fed mice. The dietary protein did not have an impact on plasma leptin, insulin, glucose or glucagon-like peptide 1 levels, but increased plasma TAG levels in HFD-fed mice. At a cellular level, WPI significantly reduced the HFD-associated increase in the hypothalamic tissue mRNA expression of the leptin receptor, INSR and CPT1b. Also, WPI prevented the HFD-induced reduction in the adipose tissue mRNA expression of INSR and GLUT4. In comparison with casein, the effects of WPI on energy intake and hypothalamic and adipose tissue gene expression may thus represent a state of reduced susceptibility to weight gain on a HFD.