Metabolic syndrome is a cluster of metabolic alterations characterized by central obesity, dyslipidemia, elevated plasma glucose, insulin resistance (IR) and non-alcoholic fatty liver disease (NAFLD). In this study, a combined intervention of a lentil protein hydrolysate and a mixed training protocol was assessed in an animal experimental model of genetic obesity and metabolic syndrome. Thirty-two male obese and 32 lean Zucker rats were divided into eight different experimental groups. Rats performed a mixed exercise protocol or had a sedentary lifestyle and were administered a lentil protein hydrolysate or placebo. Daily food intake, weekly body weight gain, plasma parameters of glucose and lipid metabolisms, body composition, hepatic weight, total fat content and fatty acid profile, as well as gene expression of lipogenic and lipolytic nuclear transcription factors and their target genes were measured. Obese Zucker rats exhibited higher body and liver weight and fat content than did their lean counterparts. Such alterations were related to modifications in aerobic capacity, plasma biochemical parameters of glucose and lipid metabolisms, hepatic fatty acid profile and gene expression of nuclear transcription factors SREBP1c, PPARα, LXR and associated lipogenic and lipolytic enzymes. The interventions tested did not affect body weight gain but improved aerobic capacity, reduced hepatomegalia and steatosis associated with NAFLD and relieved the adverse effects produced by this condition in glucose and lipid metabolisms through the modulation in the expression of different genes involved in diverse metabolic pathways.