Metabolically unhealthy obesity (MUO) is a regular state in people with primary hypertension (HTN), obesity, and who are physically inactive. To achieve and maintain a metabolically healthy overweight/obese (MHO) state should be a main treatment goal. The aims of the study were (1) to determine differences in metabolic profiles of overweight/obese, physically inactive individuals with HTN following a 16-week (POST) supervised aerobic exercise training (SupExT) intervention with an attentional control (AC) group, and (2) to determine whether the changes observed were maintained following six months (6 M) of unsupervised time. Participants (n = 219) were randomly assigned into AC or SupExT groups. All participants underwent a hypocaloric diet. At POST, all participants received diet and physical activity advice for the following 6 M, with no supervision. All measurements were assessed pre-intervention (PRE), POST, and after 6 M. From PRE to POST, MUO participants became MHO with improved (p < 0.05) total cholesterol (TC, ∆ = −12.1 mg/dL), alanine aminotransferase (∆ = −8.3 U/L), glucose (∆ = −5.5 mg/dL), C-reactive protein (∆ = −1.4 mg/dL), systolic blood pressure (SBP), and cardiorespiratory fitness (CRF) compared to unhealthy optimal cut-off values. However, after 6 M, TC, glucose, and SBP returned to unhealthy values (p < 0.05). In a non-physically active population with obesity and HTN, a 16-week SupExT and diet intervention significantly improves cardiometabolic profile from MUO to MHO. However, after 6 M of no supervision, participants returned to MUO. The findings of this study highlight the need for regular, systematic, and supervised diet and exercise programs to avoid subsequent declines in cardiometabolic health.