Growth differentiation factor 15 (GDF15) has recently moved to the forefront of metabolism research. When administered pharmacologically, GDF15 reduces food intake and lowers body weight via the hindbrain-situated receptor GFRAL (glial cell-derived neurotrophic factor family receptor alpha like). Endogenous GDF15 is a ubiquitous cellular stress signal that can be produced and secreted by a variety of cell types. Circulating levels are elevated in a series of disease states, but also in response to exogenous agents such as metformin, colchicine, AICAR and cisplatin. Recently, exercise has emerged as a relevant intervention to interrogate GDF15 physiology. Prolonged endurance exercise increases circulating GDF15 to levels otherwise associated with certain pathological states and in response to metformin treatment. Yet, the jury is still out as to whether GDF15 is a functional 'exerkine' mediating organ-to-brain cross-talk or whether it is a coincidental bystander. In this review, we discuss the putative physiological implication of exercise-induced GDF15, focusing on the potential impact on appetite and metabolism.