Hepatokines (liver secreted proteins with possible distant action) are emerging potential players in insulin resistance in type 2 diabetic patients. Here, we explored the effect of a high-fat diet on the expression of fetuin-A, one of those candidate liver proteins, and its relationship with liver macrophage activation. Mice were fed a normal diet or a high-fat diet for 3 days, known to initiate steatosis and liver insulin resistance. A preventive liver macrophage depletion was obtained by intravenous injection of clodronate-loaded liposomes. The mRNA and protein expression of fetuin-A was evaluated by qPCR, Western blot and immunofluorescence on different insulin-sensitive tissues (liver, adipose tissue, and muscle). Short-term high-fat diet-induced steatosis, liver macrophage activation, and hepatic insulin resistance together with a significantly increased expression of liver AHSG (α2-HS glycoprotein/fetuin-A) mRNA and serum fetuin-A concentration. On immunofluorescence, fetuin-A was mostly expressed in centrilobular hepatocytes. This increase in fetuin-A under high-fat diet was not evidenced in other peripheral insulin-sensitive tissues (skeletal muscle and adipose tissue). The mRNA expression of α2-HS glycoprotein was 800 times higher within the liver compared with the adipose tissue or the muscle. Liver macrophage depletion that significantly ameliorated insulin sensitivity was associated with a significant decrease in α2-HS glycoprotein mRNA expression. In conclusion, this study demonstrated liver fetuin-A overexpression at the initiation of high-fat diet feeding, concurrent with hepatic steatosis and insulin resistance. Targeting liver macrophages in this setting reduced liver α2-HS glycoprotein expression suggesting that fetuin-A acts as an hepatokine with proinsulin resistance effects.