Caloric restriction that promotes weight loss is an effective strategy for treating non-alcoholic fatty liver disease and improving insulin sensitivity in people with type 2 diabetes1. Despite its effectiveness, in most individuals, weight loss is usually not maintained partly due to physiological adaptations that suppress energy expenditure, a process known as adaptive thermogenesis, the mechanistic underpinnings of which are unclear2,3. Treatment of rodents fed a high-fat diet with recombinant growth differentiating factor 15 (GDF15) reduces obesity and improves glycaemic control through glial-cell-derived neurotrophic factor family receptor α-like (GFRAL)-dependent suppression of food intake4–7. Here we find that, in addition to suppressing appetite, GDF15 counteracts compensatory reductions in energy expenditure, eliciting greater weight loss and reductions in non-alcoholic fatty liver disease (NAFLD) compared to caloric restriction alone. This effect of GDF15 to maintain energy expenditure during calorie restriction requires a GFRAL–β-adrenergic-dependent signalling axis that increases fatty acid oxidation and calcium futile cycling in the skeletal muscle of mice. These data indicate that therapeutic targeting of the GDF15–GFRAL pathway may be useful for maintaining energy expenditure in skeletal muscle during caloric restriction.