Recently, it has been demonstrated that in sarcopenic obesity (SO), physical activity could improve cognitive functions. Moreover, previous studies suggested that muscle contraction could influence cognitive function via myokines. This study investigated the potential effects of resistant exercise on cognitive and muscle functions in SO. SO was induced by a high-fat diet treatment for 8 weeks in 8-month-old male C57BL/6J mice. Then, resistant exercise (ladder climbing) for 8 weeks was performed. Muscle and cognitive function tests and morphological analysis were conducted. The protein levels of myokines were investigated in muscle, plasma, and the hippocampus in sarcopenic obese mice. Muscle and cognitive functions were significantly elevated in the obesity-exercise group (EX) compared to the obesity-control group (OB). Interestingly, muscle function was positively correlated with cognitive function. Abnormal morphological changes in the hippocampus were ameliorated in EX compared to OB, but not in the muscle. Protein levels of cognitive function-related myokines and energy metabolism-related markers in EX were significantly elevated in both muscle and hippocampus compared to those in OB. Interestingly, the protein level of brain-derived neurotrophic factor (BDNF) in EX was simultaneously increased in all tissues including muscle, plasma, and hippocampus compared to that in OB. In conclusion, modulation of muscle-derived cognitive function-related myokines in various pathological conditions via a resistant exercise could be a possible way of relieving muscle and cognitive dysfunction.