The decrease in physical activities plays an important role in the increased prevalence of obesity. Obese adolescents appear to experience greater dissatisfaction with their body image and be more likely to have psychological disorders. The aim of this study is to investigate the effect of a training program on anxiety and self-esteem among adolescents obese and non obese. Thus, two groups of children (obese and non obese) have followed a training program for 12 weeks. Levels of anxiety and self-esteem were evaluated before and after the training program by a questionnaire of self-esteem and state anxiety inventory. Our results showed that obese subjects are characterized by low self-esteem (p <0.001) and high anxiety (p <0.001) compared to non-obese subjects. However, after the training program, there is no significant difference between obese and non-obese for the self-esteem (p = 0.103), but for the anxiety, the obese are more anxious than the non-obese (p <0.001). Our results also showed an improvement in self-esteem (+17.9% ; p <0.001) and decreased anxiety (-16.3% ; p <0.001) after the training program in obese subjects. Our study shows the importance of physical activities for obese adolescents in their identity development and emotional control. In addition, adequate nutrition associated with a moderate intensity sport is necessary for weight control.