The aim of this study was to evaluate the differences in the metabolic profile and body composition of monozygotic (MZ) twins concordant and discordant for the practice of physical exercise. The sample consisted of 92 MZ twins (72.5% female and 27.5% male, mean age 25.4 ± 5.69 years), registered with the Brazilian Registry of Twins, residing in Natal, Brazil. Data collection was carried out between the years 2016 and 2018. On day 1, subjects underwent a whole-body fitness evaluation, including measures of weight, height, body composition by Dual-Energy X-ray Absorptiometry and the Cardiorespiratory Exercise Test. On day 2, 10 ml blood samples were collected (overnight fasting) to determine the lipid profile and fasting glucose. The sample was separated into three groups: Active Concordant twins (Concordant A, n = 44 subjects), Inactive Concordant twins (Concordant I, n = 22 subjects) and Discordant pairs for Physical Exercise (Discordant PE, n = 26 subjects). The results demonstrated a difference between the discordant twins for exercise and also between the active versus sedentary groups, indicating a causal effect of exercise on the fat percentage, maximum oxygen consumption (VO2max) and second ventilatory threshold variables. Between groups, a difference was also observed between the groups in ventilatory threshold, very low-density lipoprotein and triglycerides. We concluded that, regardless of genetics, the practice of physical exercise was sufficient to generate alterations in body composition and VO2max in MZ twins, but not in the lipid profile or fasting glucose.