Although exercise is beneficial for chronic musculoskeletal pain (CMP), the optimal type and amount of exercise are unclear. This study aimed to determine the impact of circuit training that combines aerobic and resistance exercises on adult women with CMP. A total of 139 women with CMP underwent circuit training for 3 months and were asked to complete the following questionnaires at baseline and 3 months later: Numeric Rating Scale (NRS), Pain Catastrophizing Scale (PCS), Roland-Morris Disability Questionnaire (RDQ), Shoulder36, and Knee injury and Osteoarthritis Outcome Score (KOOS). Significant improvements were observed in NRS, PCS, RDQ, and KOOS activities of daily living (ADL) scores after the intervention relative to baseline (p < 0.0001, p = 0.0013, 0.0004, and 0.0295, respectively), whereas shoulder function did not improve. When considering the impact of exercise frequency, NRS scores improved regardless of exercise frequency. Furthermore, PCS, RDQ, and KOOS scores improved in participants who exercised at least twice a week (24 sessions over the course of 3 months). In conclusion, CMP, pain catastrophizing, and physical function in adult female fitness club participants with CMP of NRS 4 or higher improved after 3 months of aerobic-resistance circuit training.