Background: The current knowledge about the molecular mechanisms underlying the health benefits of exercise is still limited, especially in childhood. We set out to investigate the effects of a 20-week exercise intervention on whole-blood transcriptome profile (RNA-seq) in children with overweight/obesity. Methods: Twenty-four children (10.21 ± 1.33 years, 46% girls) with overweight/obesity, were randomized to either a 20-week exercise program (intervention group; n = 10), or to a no-exercise control group (n = 14). Whole-blood transcriptome profile was analyzed using RNA-seq by STRT technique with GlobinLock technology. Results: Following the 20-week exercise intervention program, 161 genes were differentially expressed between the exercise and the control groups among boys, and 121 genes among girls (p-value <0.05), while after multiple correction, no significant difference between exercise and control groups persisted in gene expression profiles (FDR >0.05). Genes enriched in GO processes and molecular pathways showed different immune response in boys (antigen processing and presentation, infections, and T cell receptor complex) and in girls (Fc epsilon RI signaling pathway) (FDR <0.05). Conclusion: These results suggest that 20-week exercise intervention program alters the molecular pathways involved in immune processes in children with overweight/obesity.