Anandamide, a major endocannabinoid, participates in energy metabolism homeostasis and neurobehavioral processes. In a secondary analysis of an open-label, randomized controlled trial, we investigated the long-term effect of aerobic exercise on resting plasma anandamide, and explored its relationship with changes in body weight, cardiorespiratory fitness, and mood status in healthy, physically inactive individuals. Participants recruited between March 2013 to August 2015 at the UNIFESP’s Neurology/Psychobiology Department were randomly allocated into a 12-weeks supervised moderate exercise program, or into waitlist, control condition. Thirty-four participants (age = 38 ± 11.5, BMI = 26.6 ± 3.6) were intention to treat-analysed (Exercise: n = 17; Control: n = 17). After intervention, there were significant decreases in plasma anandamide (p < .01), anger, anxiety, and body weight (all p < .05), whereas cardiorespiratory fitness increased (p < .05) in the exercise group. There were no significant changes in any variable for the control group. In the whole cohort, adjusted R2 of multiple linear regressions showed that 12.2% of change body weight was explained by changes in anandamide (β = 0.391, p = .033), while 27% of change in mood disturbance (β = 0.546, p = .003), and 13.1% of change in anger (β = 0.404, p = .03) was explained by changes in anandamide. Our data suggest that the weight loss and mood improvement through regular moderate exercise may involve changes in anandamide metabolism/signaling. Trials registration: #NCT01972607.