Obesity is a metabolic disease that is caused by a lack of physical activity and is associated with an increased risk of chronic inflammation. A total of 40 obese adolescent females with an average age of 21.93 ± 1.35 years and average body mass index (BMI) of 30.81 ± 3.54 kg/m2 were enrolled in this study, randomized, and divided into four groups, i.e., control (CTL; n = 10), moderate intensity aerobic training (MAT; n = 10), moderate intensity resistance training (MRT; n = 10), and moderate intensity combined aerobic–resistance training (MCT; n = 10). The enzyme-linked immunosorbent assay (ELISA) kits method was used to analyze the adiponectin and leptin levels between pre-intervention and post-intervention. Statistical analysis was conducted using a paired sample t-test, while correlation analysis between variables used the Pearson product–moment correlation test. Research data showed that MAT, MRT, and MCT significantly increased adiponectin levels and decreased leptin levels compared to the CTL (p ≤ 0.05). The results of the correlation analysis of delta (∆) data showed that an increase in adiponectin levels was significantly negatively correlated with a decrease in body weight (BW) (r = −0.671, p ≤ 0.001), BMI (r = −0.665, p ≤ 0.001), and fat mass (FM) (r = −0.694, p ≤ 0.001) and positively correlated with an increase in skeletal muscle mass (SMM) (r = 0.693, p ≤ 0.001). Whereas, a decrease in leptin levels was significantly positively correlated with a decrease in BW (r = 0.744, p ≤ 0.001), BMI (r = 0.744, p ≤ 0.001), and FM (r = 0.718, p ≤ 0.001) and negatively correlated with an increase in SMM (r = −0.743, p ≤ 0.001). In summary, it can be concluded that our data show that adiponectin levels increased and leptin levels decreased after the intervention of aerobic, resistance, and combined aerobic–resistance training.