Bone marrow adipose tissue (BMAT) is now recognised as a functional fat depot distinct from extramedullary white- (WAT) and brown (BAT) adipose tissues. BMAT expands in metabolic disorder such as obesity. However, the mechanism by which BMAT expands is less clear. Here, we present a comparative analysis of the transcriptomes of BMAT, WAT and BAT from 20-week-old Sprague-Dawley rats fed with chow diet (12%kJ fat) using bulk-RNA-sequencing. Gene-set enrichment analysis revealed over-representation of transcripts related to cellular proliferation and population of adipoprogenitor cells in BMAT. To further study BMAT expansion, we introduced a 12-week dietary intervention of Western diet (42%kJ fat). We first characterised obesity-related phenotypes such as adipocyte hypertrophy. Then, we compared the transcriptomes of femoral and tibial BMAT or gonadal WAT to the chow group. Western diet significantly increased bodyweight (P = 0.02), whole-body fat percentage (P = 0.009) and adipocyte size in humeral BMAT (P = 0.02) and gonadal WAT (P = 0.005), in comparison to the chow group. BMAT had a more robust transcriptomic response to Western diet than WAT. The transcriptome of BMAT was enriched in pathways related to lipid transport. In WAT, this enrichment was more related to lipid biosynthesis and modification. In summary, our data may suggest differences in the developmental maturity of BMAT relative to WAT and BAT in the chow group. Western diet induces differential responses in the transcriptomes of BMAT and WAT related to lipid homeostasis. In BMAT, enrichment in the lipid transport pathways upon Western diet may suggest a role for BMAT in nutrient-sensing and lipid uptake.