(1) Background: Individuals with obesity tend to stop exercising after the completion of a structured training program. Thus, the aim of the present study was to assess adherence and body composition, cardiorespiratory fitness, physical activity levels, and physical and mental health after a 12-month exercise program and an 18-month follow-up period in a group of male adults with obesity. (2) Methods: Thirty-four adults with obesity were evaluated before (T0) and after (T3) a 3-month combined training (COMB). After that, they followed a maintenance program with low-intensity aerobic activity for three months. Then, they were recalled for a 6-month training program including thresholds (THR) training until the end of the study (T12). Finally, they participated in a 18-months follow-up period that included suggestions for healthy lifestyles, which ended with assessments (T30). Thus, the assessments were carried out at the beginning and end of the first training protocol (T0 and T3), at the beginning and end of the second training protocol (T6 and T12) and 18 months after the end of the training program (T30). At all time points, body composition (i.e., BMI, fat mass [FM] and fat-free mass [FFM]), physical capacities (i.e., V̇O
2max), and physical habits (i.e., International Physical Activity Questionnaire (IPAQ) and Short-Form 12 (SF-12, for physical, P, and mental, M, indices) were measured. (3) Results: Fifteen out of thirty-four participants (42.8%) (age 42.8 ± 8.1 y) completed this study. At T30, participants increased their V̇O
2max (3.07 ± 0.46 vs. 3.67 ± 0.60 L·min
−1,
p < 0.001), IPAQ TOT score (396 (2888) vs. 1356 (9144),
p = 0.006), and SF12_MI score (41.1 ± 8.9 pt vs. 48.6 ± 11.0 pt) compared to T0. Furthermore, multivariate analysis showed that decrease in BMI was largely associated with the increase in the SF 12_PI questionnaire (0.032). Similarly, the decrease in %FM and the increase in V̇O
2max were related with the increase in IPAQ tot (
p < 0.001) and SF 12_MI (
p < 0.001) scores. (4) Conclusions: 42.8% (15 out of 34) of the initial participants completed the follow-up test at T30 and maintained higher V̇O
2max values than at T0. Conversely, their physical characteristics returned to baseline. The improvement in V̇O
2max, compared to T0, correlated with maintaining high activity levels and with improved physical and mental well-being. In summary, it is recommended that people with obesity follow a structured physical activity program, as this leads to an improvement in physical capacities and physical and mental well-being. A personalized and monitored approach can lead to greater adherence to treatment and more effective long-term outcomes.
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