Key points α‐linolenic acid (ALA) and exercise training both attenuate hyperlipidaemia‐related cardiovascular derangements, however, there is a paucity of information pertaining to their mechanisms of action when combined. We investigated both the independent and combined effects of exercise training and ALA consumption in obese Zucker rats, aiming to determine the potential for additive improvements in cardiovascular function. ALA and exercise training independently improved cardiac output, end‐diastolic volume, left ventricular fibrosis and mean blood pressure following a 4 week intervention. Combining ALA and endurance exercise yielded greater improvements in these parameters, independent of changes in markers of oxidative stress or endogenous anti‐oxidants. We postulate that divergent mechanisms of action may explain these changes: ALA increases peripheral vasodilation, and exercise training stimulates angiogenesis. Abstract Although α‐linolenic acid (ALA) and endurance exercise training independently attenuate hyperlipidaemia‐related cardiovascular derangements, there is a paucity of information pertaining to their mechanisms of action and efficacy when combined as a preventative therapeutic approach. Therefore, we used obese Zucker rats to investigate the independent and combined effects of these interventions on cardiovascular disease. Specifically, animals were randomly assigned to one of the following groups: control diet‐sedentary, ALA supplemented‐sedentary, control diet‐exercise trained or ALA supplemented‐exercise trained. Following a 4 week intervention, although the independent and combined effects of ALA and exercise reduced (P < 0.05) the serum free/esterified cholesterol ratio, only the ALA supplemented‐exercise trained animals displayed a reduction in the content of both serum free and esterified cholesterol. Moreover, although ALA and endurance training individually increased cardiac output, stroke volume and end‐diastolic volume, as well as reduced left ventricle fibrosis, mean blood pressure and total peripheral resistance, these responses were all greater following the combined intervention (ALA supplemented‐exercise trained). These effects occurred independent of changes in oxidative phosphorylation proteins, markers of oxidative stress or endogenous anti‐oxidant capacity. We propose that the beneficial effects of a combined intervention occur as a result of divergent mechanisms of action elicited by ALA and endurance exercise because only exercise training increased the capillary content in the left ventricle and skeletal muscle, and tended to decrease protein carbonylation in the left ventricle (P = 0.06). Taken together, our data indicate that combining ALA and endurance exercise provides additional improvements in cardiovascular disease risk reduction compared to singular interventions in the obese Zucker rat.