The effect of the combination of trekking and balanced appropriated diet were studied in mountaineers who spent 6 days at an altitude ranging from 900 to 5895 m above sea level (a.s.l.), during the Kilimanjaro Abruzzo Expedition. This study explored whether anthropometric, cardiovascular and blood biochemical parameters were significantly changed by a regular trekking performed at high altitude, with reduced oxygen levels, together with a macronutrient-containing balanced diet (total daily caloric intake: 3000–3500 Kcals). In consideration of the short period of high-altitude exposure, high-altitude exercise appeared to provide beneficial and rapid effects on the lipid profile and to modulate cardiovascular functions. These effects rely on both high-altitude hypoxia and physical activity. The most interesting observation is that even just a few days of high-altitude exercise, along with a balanced diet, was able to improve plasma lipid profiles.