Evidence supports an important contribution of abdominal obesity and inflammation to the development of insulin resistance (IR) and CVD. Weight loss in obese individuals can reduce inflammation and, consequently, IR, but the role of training remains unclear. The aim of this study was to evaluate the effects of body weight reduction with and without exercise over abdominal fat tissue (primary outcome) and IR. In this randomised clinical trial, forty-eight obese individuals (age 31·8 (sd 6·0) years, BMI 34·8 (sd 2·7) kg/m2) were randomised to either a diet-only group (DI) or a diet and exercise group (DI+EXE). Treatment was maintained until 5 % of the initial body weight was lost. At baseline and upon completion, the following parameters were analysed: biochemical parameters such as glycaemia and insulin for the determination of homeostasis model assessment of insulin resistance (HOMA-IR), high-sensitivity C-reactive protein (hs-CRP) and abdominal computed tomography for the determination of visceral and subcutaneous adipose tissue. A total of thirteen individuals dropped out before completing the weight-loss intervention and did not repeat the tests. In both the DI (n 18) and DI+EXE (n 17) groups, we observed significant and similar decreases of visceral adipose tissue (difference between means: 7·9 (95 % CI − 9·5, 25·2) cm2, P= 0·36), hs-CRP (difference between means: − 0·06 (95 % CI − 0·19, 0·03) mg/l, P= 0·39) and HOMA (difference between means: − 0·04 (95 % CI − 0·17, 0·08), P= 0·53). In the present study, 5 % weight loss reduced abdominal fat and IR in obese individuals and exercise did not add to the effect of weight loss on the outcome variables.