Summary Background The identification of predictive parameters of the success of multidisciplinary weight loss interventions (MWLI) appears essential to optimize obesity management. The association between baseline cardiorespiratory fitness (CRF) and changes in anthropometric parameters and body composition during MWLI remains underexplored in adolescents with obesity. Objectives To assess whether baseline CRF was associated with the effectiveness of a 16‐week MWLI measured through improved body mass, body mass index (BMI) and body composition (percentage of total fat mass (FM) as the main criterion). Methods Cardiorespiratory fitness and body composition were respectively measured by peak oxygen consumption (VO 2peak ) during maximal exercise tests and dual‐photon x‐ray absorptiometry (DXA), before (T0) and after (T1) a 16‐week MWLI in 165 adolescents (aged 13.3 ± 1.38 years, 61.2% female, BMI 35.11 ± 5.16 kg/m 2 ). Results Reductions in BMI and total FM percentage between T0 and T1 were greater in subjects with a baseline VO 2peak ≥ 3rd quartile compared to the first quartile ( p < 0.001) and the interquartile range ( p < 0.05 and p < 0.001, respectively). Baseline VO 2peak and VO 2 at the first ventilator threshold were positively correlated with the reductions in body mass, BMI and total and visceral FM percentages and with the increase in lean mass (LM) percentage between T0 and T1 after adjustment for age and gender ( p < 0.001). Conclusion Initial CRF is associated with the success of MWLI in adolescents with obesity. Improving their aerobic fitness before starting a MWLI might be a promising strategy to optimize its benefits.