Insulin resistance and type 2 diabetes are obesity-related health alterations, featuring an ever-increasing prevalence. Besides inadequate feeding patterns, gut microbiota alterations stand out as potential contributors to these metabolic disturbances. The aim of this study was to investigate whether the administration of a probiotic (Lactobacillus rhamnosus GG) effectively prevents diet-induced insulin resistance in rats and to compare these potential effects with those exerted by its heat-inactivated parabiotic. For this purpose, 34 male Wistar rats were fed a standard or a high-fat high-fructose diet, alone or supplemented with viable or heat-inactivated Lactobacillus rhamnosus GG. The body and white adipose tissue weight increases, induced by the obesogenic diet, were prevented by probiotic and parabiotic administration. The trend towards higher basal glucose levels and significantly higher serum insulin concentration observed in the non-treated animals fed with the obesogenic diet were effectively reverted by both treatments. Similar results were also found for serum adiponectin and leptin, whose levels were brought back by the probiotic and parabiotic administration to values similar to those of the control animals. Noteworthily, parabiotic administration significantly reduced skeletal muscle triglyceride content and activated CPT-1b compared to the non-treated animals. Finally, both treatments enhanced Akt and AS160 phosphorylation in the skeletal muscle compared to the non-treated animals; however, only parabiotic administration increased GLUT-4 protein expression in this tissue. These results suggest that heat-inactivated Lactobacillus rhamnosus GG seem to be more effective than its probiotic of origin in preventing high-fat high-fructose diet-induced insulin resistance in rats.