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Objective: The aim of this study was to determine whether a combined exercise and dietary intervention improved cognitive and physical self-control and whether pre-to-post interventional changes in self-control were mediated by changes in body mass index (BMI) and maximal grip strength (MGS), in a sample of obese adolescents., Methods: Forty-four obese adolescents were randomly assigned to a combined exercise and dietary program or to a waitlist control group; the data from 36 participants ( n = 18 for each group) were analyzed. The combined exercise and dietary program was performed over 6 weeks and was supervised by qualified trainers in a closed boot camp. The exercise consisted primarily of typical aerobic training, sports, outdoor training, yoga, and resistance training. Participants were placed on moderate dietary restriction according to individual target body weight (30 kcal/kg × target weight). The primary outcomes of this study were metrics based on cognitive and physical self-control, assessed by the Stroop task and a handgrip task, respectively. Secondary outcomes included BMI and MGS., Results: The combined exercise and dietary intervention significantly improved both cognitive and physical self-control. Similar positive effects were also found for reduced BMI and enhanced MGS. Correlation analyses showed that the reduced BMI and enhanced MGS were significantly closely associated with improved cognitive and physical self-control. The mediation analyses revealed that the pre-to-post intervention changes in BMI and MGS significantly mediated physical self-control, but did not mediate cognitive self-control., Conclusion: Our combined exercise and dietary intervention is an effective approach to improve multiple aspects of self-control, reduce BMI, and strengthen MGS among obese adolescents. These findings also suggest that reduced BMI and enhanced MGS mediate specific aspects of self-control.