The preservation of muscle mass, which is positively associated with muscle strength, has been included among the benefits of ketogenic diets due to the synergistic effects exerted by the reduction in visceral adipose tissue and obesity-related pro-inflammatory status. The handgrip strength (HGS) test is widely used as a single indicator to represent overall muscle strength. The possible association of changes in HGS in patients with obesity during the consumption of a very low-calorie ketogenic diet (VLCKD) has not yet been investigated. The aim of this prospective study was to assess the efficacy of VLCKD on promoting changes in HGS and high-sensitivity C-reactive protein (hs-CRP) levels, as a serological marker of obesity-related, low-grade inflammation, in a population of women with obesity after 45 days of active phase of the VLCKD. This pilot, uncontrolled, single-center, open-label clinical trial examined 247 Caucasian women, aged 18–51 years (body mass index, BMI: 30.0–50.9 kg/m2) who were consecutively enrolled following 45 days of active phase the VLCKD. Anthropometric measures and physical activity were evaluated. Muscle strength was measured by HGS using a grip strength dynamometer. Body composition was evaluated using a bioelectrical impedance analysis (BIA) phase-sensitive system. hs-CRP levels were determined by nephelometric assay. Adherence to the VLCKD, ketosis status, and physical activity were checked weekly by phone call. At day 45, BMI, fat mass (FM), and hs-CRP levels were significantly decreased (∆-7.5 ± 3.1%, ∆-15.6 ± 9.0%, and ∆-39.9 ± 44.6%; respectively; p < 0.001 for all three parameters), while HGS had increased (∆+17.4 ± 13.2%; p < 0.001). After adjusting for ∆BMI, ∆waist circumference, ∆hs-CRP levels, and physical activity, the correlation among changes in ∆HGS (kg), ∆FM (kg), and ∆ fat free mass (FFM) (kg) remained statistically significant (r = −0.331, and r = 0.362, respectively; p < 0.001). Interestingly, the correlation between ∆HGS with ∆FM (r = −0.288, p < 0.001) and ∆FFM (r = 0.395, p < 0.001) were also independent of the percentage of weight loss. We are the first to report that, along with a significant reduction in body weight and an overall improvement in body composition and inflammatory status, the muscle strength evaluated by the HGS test increased in a population of women with obesity after 45 days of the active phase of the VLCKD, also following adjustment for common confounding variables.