Objective: The effects of a training program (TP) on muscle microvascularization during exercise remained to be explored in adolescents with obesity. We hypothesized that a TP would lead to better microvascular adaptations to exercise in skeletal muscle. Methods: 15 inactive adolescents followed a 12-week TP where both peripheral (muscular microvascularization) and central (cardiac) adaptations to exercise (40 min exercise set at 70% VO2peak) were assessed before and after intervention. Microvascular adaptations were evaluated in the Musculus vastus lateralis with near-infrared spectroscopy, by measurement of muscular blood volume (IR-BV) and tissue oxygen saturation (IR-SO2). Central adaptations were evaluated using thoracic impedance. Results: The TP favored lower BMI (p < 0.001), lower total and abdominal fat (p < 0.001), and a trend for the decrease in insulin resistance index (p = 0.07). VO2peak relative to weight (p = 0.008) and maximum power output increased (p = 0.0003). A smaller initial drop in IR-BV and IR-SO2 (p < 0.001), a prompter return of these parameters to their base values, and a higher IR-BV and IR-SO2 all times taken together (p < 0.001) were observed after completing the TP. Concerning central adaptation, cardiac output decreased (p < 0.001). Conclusion: We demonstrate for the first time by noninvasive techniques that a training program induces peripheral and central vascular adaptations to exercise in adolescents with obesity.