The metabolic syndrome (MetS) is a precursor of diabetes. Physical activity (PA) improves endothelial dysfunction and may benefit patients with MetS. Aims. To evaluate the effect of a physical activity (PA) program on markers of endothelial dysfunction and oxidative stress in adolescents with (MetS). Methods. We carried out a cohort study of 38 adolescents with and without MetS (18 females and 20 males). All participants completed a 3‐month PA program. All variables of the MetS as well as markers of endothelial dysfunction and oxidative stress tests were evaluated. Results. Females with and without MetS showed significant differences for almost all components of the MetS, whereas males were significantly different in half of the components. After the PA program, components of the MetS were not different from baseline values except for HDL‐C levels. Some baseline endothelial dysfunction markers were significantly different among adolescents with and without MetS; however, after the PA program, most of these markers significantly improved in subjects with and without MetS. Conclusion. PA improves the markers of endothelial dysfunction in adolescents with MetS although other changes in the components of the MetS were not observed. Perhaps the benefits of PA on all components of MetS would appear after a PA program with a longer duration.