Adipose tissue accumulation is an independent and modifiable risk factor for cardiovascular disease (CVD). The recent CVD European Guidelines strongly recommend regular physical exercise (PE) as a management strategy for prevention and treatment of CVD associated with metabolic disorders and obesity. Although mutations as well as common genetic variants, including the brain-derived neurotrophic factor (BDNF) Val66Met polymorphism, are associated with increased body weight, eating and neuropsychiatric disorders, and myocardial infarction, the effect of this polymorphism on adipose tissue accumulation and regulation as well as its relation to obesity/thrombosis remains to be elucidated. Here, we showed that white adipose tissue (WAT) of humanized knock-in BDNFVal66Met (BDNFMet/Met) mice is characterized by an altered morphology and an enhanced inflammatory profile compared to wild-type BDNFVal/Val. Four weeks of voluntary PE restored the adipocyte size distribution, counteracted the inflammatory profile of adipose tissue, and prevented the prothrombotic phenotype displayed, per se, by BDNFMet/Met mice. C3H10T1/2 cells treated with the Pro-BDNFMet peptide well recapitulated the gene alterations observed in BDNFMet/Met WAT mice. In conclusion, these data indicate the strong impact of lifestyle, in particular of the beneficial effect of PE, on the management of arterial thrombosis and inflammation associated with obesity in relation to the specific BDNF Val66Met mutation.