Exercise leads to the release of certain neurotransmitters in the brain that alleviate pain, both physical and mental. The purpose of this study was to investigate effects of combined exercise on body composition, blood lipids, and brain-derived neurotrophic factor (BDNF) in overweight and obese adolescents. The subjects of this study were 18 boys who were divided into a combined exercise group (EG: n=9) and a control group (CG: n=9). The combined exercise program required exercise 50-60 minutes per day, three times a week, for 12 weeks. The results of the comparative analysis are as follows: The between-group comparison of the difference in the means before and after the intervention revealed a significant decrease in the EG compared with the CG: weight (p<0.01), BMI (p<0.05), %fat (p<0.05), fat mass (p<0.01). The %LBM of the EG showed a more significant increase (p<0.05) compared with the CG. The TC, LDL-C, and BDNF were not different between the EG and the CG. However, the TC and the LDL-C were decreased more in the EG than in the CG. The BDNF was increased more in the EG than in the CG. In conclusion, the combined exercise improved body composition but did not affect serum lipids or the BDNF.