Life-history theory predicts that investment of acquired energetic resources to a particular trait denies those same resources from being allocated to a different trait, resulting in life-history trade-offs. Dynamic, whole-organism performance traits, including locomotor capacity, are key to fitness and fit within this framework. Such performance traits are typically energetically expensive, but are seldom integrated into life-history studies. We manipulated diet and allocation of resources to performance, via exercise training, to examine trade-offs among endurance capacity, growth, immune function and current reproductive investment. Captive green anole lizards were assigned to one of four treatment combinations across two factors (diet restricted or not and endurance trained or not) over the course of 9 weeks. Our results show that both diet restriction and training dramatically suppressed reproduction and immune function, but there were opposing effects of diet restriction and training on growth. Elevated corticosterone from training was associated with suppression of immunity, and decreased fat stores from diet restriction were associated with suppressed reproduction in both sexes. Our results suggest that locomotor performance is an important part of energy allocation decisions and thus a key component of life-history trade-offs.