We focus on Borel measures that have a globally subanalytic density function. We prove, given such a measure $μ$ on a set $A$ and a globally subanalytic mapping $Φ:A\to Ω$, with $Ω$ bounded open subset of $\mathbb{R}^n$, a Sobolev embedding theorem for the Sobolev space $W^{k,p}_{Φ_*μ}(Ω)$ of the push-forward measure $Φ_*μ$. We derive an embedding of $W^{k,p}_{Φ_*μ}(Ω)$ into the space of inner Lipschitz functions and give an application to kernel theory.