Prolactinoma can increase the risk of cardiovascular diseases (CVDs), such as arterial stiffness, atherosclerosis, dysrhythmia and heart failure. This study aimed to evaluate and compare muscle function, exercise capacity, physical activity (PA) level, CVD risk factor knowledge level, sleep quality, fatigue and quality of life between prolactinoma patients and healthy controls. Nineteen female patients with prolactinomas and 19 healthy women were included in this study. Quadriceps muscle strength (QMS) was measured using a hand dynamometer, and muscular endurance was evaluated via the squat test. The 6-minute walking test (6MWT) distance was also measured. CVD risk factor knowledge levels were evaluated with the Cardiovascular Diseases Risk Factors Knowledge Level Scale (CARRF-KL), PA levels were assessed with the International Physical Activity Questionnaire-short form (IPAQ), sleep quality was assessed with the Pittsburgh Sleep Quality Index (PSQI), fatigue was assessed with the Multidimensional Fatigue Rating Scale (MAF), and quality of life was assessed with the Short Form-36 questionnaire (SF-36). Patients with prolactinomas had significantly lower 6MWT distances; CARRF-KL total scores; SF-36 general health and physical limitation scores; and higher IPAQ-sitting scores than did healthy controls (p < 0.05). Moreover, there were no significant differences between the groups in terms of QMS score; number of squats; severity of IPAQ score; severity, moderate, or total walking score; total PSQI score; or total MAF score (p > 0.05). Exercise capacity and quality of life are adversely affected, and sedentary behavior is observed in prolactinomas. Patients with prolactinomas have less knowledge about CVD risk factors than healthy individuals. CVD incidence and knowledge and functional capacity should be improved in patients with prolactinomas by the use of a multidisciplinary team for cardiac rehabilitation. This study is part of a larger clinical trial registered on ClinicalTrials.gov prior to participant enrollment (NCT05236829).