Heart failure (HF) often disrupts the protein quality control (PQC) system leading to protein aggregate accumulation. Evidence from tissue biopsies showed that exercise restores PQC system in HF; however, little is known about its effects on plasma proteostasis. To determine the effects of exercise training on the load and composition of plasma SDS-resistant protein aggregates (SRA) in patients with HF with reduced ejection fraction (HFrEF). Eighteen patients with HFrEF (age: 63.4 ± 6.5 years; LVEF: 33.4 ± 11.6%) participated in a 12-week combined (aerobic plus resistance) exercise program (60min/session, twice per week). The load and content of circulating SRA were assessed using D2D SDS-PAGE and mass spectrometry. Cardiorespiratory fitness, quality of life, and circulating levels of high-sensitive C-reactive protein, N-terminal pro-B-type natriuretic peptide (NT-proBNP), haptoglobin and ficolin-3, were also evaluated at baseline and after the exercise program. The exercise program decreased the plasma SRA load (% SRA/total protein: 38.0 ± 8.9 to 36.1 ± 9.7%, p = 0.018; % SRA/soluble fraction: 64.3 ± 27.1 to 59.8 ± 27.7%, p = 0.003). Plasma SRA of HFrEF patients comprised 31 proteins, with α-2-macroglobulin and haptoglobin as the most abundant ones. The exercise training significantly increased haptoglobin plasma levels (1.03 ± 0.40 to 1.11 ± 0.46, p = 0.031), while decreasing its abundance in SRA (1.83 ± 0.54 × 1011 to 1.51 ± 0.59 × 1011, p = 0.049). Cardiorespiratory fitness [16.4(5.9) to 19.0(5.2) ml/kg/min, p = 0.002], quality of life, and circulating NT-proBNP [720.0(850.0) to 587.0(847.3) pg/mL, p = 0.048] levels, also improved after the exercise program. Exercise training reduced the plasma SRA load and enhanced PQC, potentially via haptoglobin-mediated action, while improving cardiorespiratory fitness and quality of life of patients with HFrEF.