Binge eating patients present lower physical activity levels, which could be associated with lower exercise capacity. Specific physical activity can ensure broad beneficial results relating to eating disorders, depression, and body mass index (BMI) in bulimia; however, research on binge eating disorder (BED) is scarce. Our study aimed to investigate the effects of specific training as an addition to conventional treatment of eating disorder symptoms, anthropometric characteristics, and physical performance. Nineteen women with BED were included in a dietary and cognitive-behavioral therapy program. After medical examination, 10 women carried out Combined Aerobic and Anaerobic Exercise Training in addition to conventional treatment (CAAET group), whereas the remaining 9 followed the conventional treatment alone (CTRL group). All of the measurements were assessed before and after six months of treatment. In both groups, we observed a significant decrease in binge episodes, weight, and body mass index, and an increase in exercise capacity. Moreover, the CAAET group presented a greater improvement in aerobic performance than that observed in the CTRL group. Our results suggest that both interventions similarly improved BED symptoms. The addition of physical activity could be important in the long-term maintenance of both weight loss and reduction in binge episodes in BED patients.