The brain melanocortin (MC) system is one of numerous overlapping systems regulating energy balance; it consists of peptides including α-melanocyte-stimulating hormone that act through melanocortin receptors (MCRs). Mutations and polymorphisms in MC3R and MC4R have been identified as one of the most common genetic contributors to obesity in human studies. Brain MC3R and MC4R are known to modulate energy expenditure (EE) and food intake, but much less is known regarding brain MC5R. To test the hypothesis that brain MC modulates physical activity (PA) and EE, we compared brain MCR profiles in rats that consistently show high versus low levels of ‘spontaneous’ daily PA. Compared with low-activity rats, high-activity rats show enhanced mRNA expression of MCRs in the brain, specifically of MC3R in the paraventricular nucleus (PVN), and MC4R and MC5R in the perifornical lateral hypothalamus. Next, we microinjected the MCR agonist melanotan II into the PVN region and measured PA and EE. Intra-PVN melanotan II induced a dose-dependent increase in PA and this effect was greater in high-activity rats compared with low-activity rats. These results indicate region-specific brain MCR expression in the heightened PA seen in association with high endurance capacity and identify promising targets in the brain MC system that may contribute to interindividual variability in energy balance.