Although the benefits of moderate exercise in patients at high cardiovascular risk are well established, the effects of strenuous exercise remain unknown. We aimed to study the impact of strenuous exercise in a very high cardiovascular risk model. Nephrectomized aged Zucker obese rats were trained at a moderate (MOD) or high (INT) intensity or were kept sedentary (SED) for 10 weeks. Subsequently, echocardiography and ex vivo vascular reactivity assays were performed, and blood, aortas, perivascular adipose tissue (PVAT), and left ventricles (LVs) were harvested. An improved risk profile consisting of decreased body weight and improved response to a glucose tolerance test was noted in the trained groups. Vascular reactivity experiments in the descending thoracic aorta demonstrated increased endothelial NO release in the MOD group but not in the INT group, compared with SED; the free radical scavenger TEMPOL improved endothelial function in INT rats to a similar level as MOD. An imbalance in the expression of oxidative stress-related genes toward a pro-oxidant environment was observed in the PVAT of INT rats. In the heart, INT training promoted eccentric hypertrophy and a mild reduction in ejection fraction. Obesity was associated with LV fibrosis and a transition toward β-myosin heavy chain and the N2Ba titin isoform. Exercise reverted the myosin imbalance, but only MOD reduced the predominance of the N2Ba titin isoform. In conclusion, moderate exercise yields the most intense cardiovascular benefits in a high-cardiovascular-risk animal model, while intense training partially reverts them.