Background. High aerobic capacity is associated with low cardiovascular (CV) risk. The aim of this study was to determine the CV RF burden in subjects with aerobic capacity ≥10 METs and compare it with those having <10 METs. Methods. Cross-sectional study in 2646 subjects (mean age 48 ± 12 years). Demographics, medical history, physical activity, cardiovascular RFs, fasting lipids and blood glucose levels, blood pressure, and anthropometric measurements were collected. Aerobic capacity was determined by exercise stress test. The ACC/AHA 2013 pooled cohort equation was used to calculate CV risk. Logistic models were built to determine the probability of having ≥2 RFs versus 0‐1 RF, by age and sex, according to aerobic capacity. Results. 15% of subjects had aerobic capacity < 10 METs. The ACC/AHA scores were 15% in men and 6% in women with <10 METs and 5% and 2%, respectively, in those with ≥10 METs. The probability of having ≥2 RFs increased with age in both groups; however, it was significantly higher in subjects with <10 METs (odds ratio [OR]: 2.54; 95% CI: 1.92–3.35). Conclusions. Aerobic capacity ≥ 10 METs is associated with a better CV RF profile and lower CV risk score in all age groups, regardless of gender.