Patients with sickle cell anemia (SCA) show impaired ventilatory efficiency, altered blood rheology, high levels of oxidative/nitrosative stress and enhanced hemolysis with large amounts of circulating free hemoglobin, which reduces nitric oxide (NO) bioavailability. The aim of the study was to investigate whether physical exercise could improve these physiological and biological markers described to contribute to SCA pathophysiology. Twelve SCA patients participated in a controlled six weeks training program with moderate volume (two sessions per week with 15–30 min duration per session) and intensity (70% of the first ventilatory threshold). Parameters were compared before (T0) and after (T1) training. Daily activities were examined by a questionnaire at T0 and one year after the end of T1. Results revealed improved ventilatory efficiency, reduced nitrosative stress, reduced plasma free hemoglobin concentration, increased plasma nitrite levels and altered rheology at T1 while no effect was observed for exercise performance parameters or hematological profile. Red blood cell (RBC) NO parameters indicate increased NO bioavailability which did not affect RBC deformability. Participants increased their daily life activity level. The data from this pilot study concludes that even low intensity activities are feasible and could be beneficial for the health of SCA patients.