Physical activity level and sedentary behaviors affect health status in people with obesity and type 2 diabetes (DM2); their assessment is mandatory to properly prescribe exercise programs. From January 2011 to February 2014, 293 overweight/obese adults (165 women and 128 men, mean age of 51.9 ± 9.5 years and 54.6 ± 8.3 years, respectively), with and without DM2, participated in a three-month intensive exercise program. Before starting, participants were allocated into three subgroups (overweight, body mass index or BMI = 25–29.9; class 1 of obesity, BMI = 30–34.4; or class 2 (or superior) of obesity, BMI > 35). The international physical activity questionnaire (IPAQ-it) was used to evaluate participants’ baseline sitting time (SIT) and physical activity level (PAL). Stratified multiple analyses were performed using four subgroups of SIT level according to Ekelund et al., 2016 (low, 8 h/day of SIT) and three subgroups for PAL (high, moderate, and low). Health-related measures such as anthropometric variables, body composition, hematic parameters, blood pressure values, and functional capacities were studied at the beginning and at the end of the training period. An overall improvement of PAL was observed in the entire sample following the three-month intensive exercise program together with a general improvement in several health-related measures. The BMI group factor influenced the VO2 max variations, leg press values, triglycerides, and anthropometric variables, while the SIT group factor impacted the sitting time, VO2 max, glycemic profile, and fat mass. In this study, baseline PAL and SIT did not seem to influence the effects of an exercise intervention. The characteristics of our educational program, which also included a physical exercise protocol, allowed us to obtain positive results.