Objective: We conducted a prospective randomised trial to assess whether a specific type of regular physical training performed by women with obesity is related to obtaining specific psychological benefits. Methods: Forty-four women qualified for the study and were divided into two groups. The applied intervention consisted of regular three-month physical exercises in the form of endurance training (group A) or endurance strength training (group B). Initially, and after the completed intervention, we examined anthropometric measurements and the level of: stress (PSS-10), general self-esteem (SES), body self-report (BSQ–34, FRS), and behaviours associated with diet (TFEQ-18). Results: As a result of the intervention, both groups had significantly lower anthropometric parameters and FRS scores with regard to the current figure (gr. A:δ FRS CS −0.90 ± 0.83, p < 0.001; gr. B:δ FRS CS −0.41 ± 0.50, p = 0.01) and BSQ–34 results (gr. A:δ BSQ–34 −14.90 ± 13.5, p = 0.001; gr. B:δ BSQ–34 − 18.64 ± 25.4, p = 0.01). Additionally, an increase in cognitive restraint (δ TFEQ–18 CR1.65 ± 2.06, p = 0.01) and a decrease in emotional eating (δ TFEQ–18 EE −0.82 ± 1.28, p = 0.01) were observed in group B. There were no between-group differences in terms of the magnitude of changes achieved due to the intervention, except for asignificant improvement in the perception of their current figure (FRS) (δ FRSCS −0.90 ± 0.83, p = 0.03) in group A. Conclusions: Regular physical activity over a three-month period by women with obesity promotes the perception of their own body as slimmer and lowers body shape concerns. The change in body shape perception was more pronounced under the influence of endurance training than endurance strength training. Trial registration: ClinicalTrials.gov ID NCT04793451.