Consumption of a high-fat, high-sugar diet and sedentary lifestyle are correlated with bulk arterial stiffening. While measurements of bulk arterial stiffening are used to assess cardiovascular health clinically, they cannot account for changes to the tissue occurring on the cellular scale. The compliance of the subendothelial matrix in the intima mediates vascular permeability, an initiating step in atherosclerosis. High-fat, high-sugar diet consumption and a sedentary lifestyle both cause micro-scale subendothelial matrix stiffening, but the impact of these factors in concert remains unknown. In this study, mice on a high-fat, high-sugar diet were treated with aerobic exercise or returned to a normal diet. We measured bulk arterial stiffness through pulse wave velocity and subendothelial matrix stiffness ex vivo through atomic force microscopy. Our data indicate that while diet reversal mitigates high-fat, high-sugar diet-induced macro- and micro-scale stiffening, exercise only significantly decreases micro-scale stiffness and not macro-scale stiffness, during the time-scale studied. These data underscore the need for both healthy diet and exercise to maintain vascular health. These data also indicate that exercise may serve as a key lifestyle modification to partially reverse the deleterious impacts of high-fat, high-sugar diet consumption, even while macro-scale stiffness indicators do not change.