Background: Deregulation of orexigenic and anorexigenic pathways occurs among adolescents with obesity. Alpha-melanocyte-stimulating hormone (α-MSH) is a key catabolic mediator of energy homeostasis and an important anorexigenic neuropeptide in the control of energy balance and thermogenesis. However, it was not well explored if α-MSH can modulate long-term weight loss therapy responses in a dependent manner according to its concentration. Our hypothesis is that a high α-MSH concentration at baseline promotes better modulation of anorexigenic/orexigenic pathways in obese adolescents. Methods: One hundred ten post-pubertal obese adolescents (body mass index >95th percentile) were submitted to 1 year of interdisciplinary therapy (clinical, nutritional, psychological, physical exercise, and physiotherapy support). Body composition and plasma levels of α-MSH, neuropeptide Y (NPY), melanin-concentrating hormone, and agouti-related peptide (AgRP) were measured before and after therapy. The volunteers were grouped on the basis of Tertiles of α-MSH concentration: Low (<0.75 ng/mL), Medium (≤0.76 to ≥1.57 ng/mL), and High (>1.57 ng/mL). Significance was set as p < 0.05. Results: The treatment promoted a significant improvement in body adiposity and fat free mass for all groups. It is important to note that only in the high α-MSH group, a significant increase of the α-MSH/NPY ratio and decrease NPY/AgRP ratio post treatment were observed. Conclusion: The high α-MSH concentration promotes better modulation of anorexigenic/orexigenic pathways in obese adolescents following long-term weight loss therapy and this is important in clinical practice.