In chronic kidney disease (CKD), oxidative stress (OS) plays a central role in the development of cardiovascular diseases. This pilot program aimed to determine whether an intradialytic aerobic cycling training protocol, by increasing physical fitness, could reduce OS and improve other CKD-related disorders such as altered body composition and lipid profile. Eighteen hemodialysis patients were randomly assigned to either an intradialytic training (cycling: 30 min, 55%-60% peak power, 3 days/week) group (EX; n = 8) or a control group (CON; n = 10) for 3 months. Body composition (from dual-energy X-ray absorptiometry), physical fitness (peak oxygen uptake and the 6-minute walk test (6MWT)), lipid profile (triglycerides (TG), total cholesterol, high-density lipoprotein, and low-density lipoprotein (LDL)), and pro/antioxidant status (15-F2α-isoprostanes (F2-IsoP) and oxidized LDL in plasma; superoxide dismutase, glutathione peroxidase, and reduced/oxidized glutathione in erythrocytes) were determined at baseline and 3 months later. The intradialytic training protocol did not modify body composition but had significant effects on physical fitness, lipid profile, and pro/antioxidant status. Indeed, at 3 months: (i) performance on the 6MWT was increased in EX (+23.4%, p < 0.001) but did not change in CON, (ii) plasma TG were reduced in EX (-23%, p < 0.03) but were not modified in CON, and (iii) plasma F2-IsoP concentrations were lower in EX than in CON (-35.7%, p = 0.02). In conclusion, our results show that 30 min of intradialytic training, 3 times per week for 3 months, are enough to exert beneficial effects on the most sensitive and reliable marker of lipid peroxidation (IsoP) while improving CKD-associated disorders (lipid profile and physical fitness). Intradialytic aerobic cycling training represents a useful and easy strategy to reduce CKD-associated disorders. These results need to be confirmed with a larger randomized study.