This study aimed to determine the use of lipid profiling to assess the effects of moderate intensity exercise training (ET) on patients with sarcoidosis. Fourteen patients with sarcoidosis (mean age, 46.0 ± 9.6 years) were examined before and after 3-week of ET programme in hospital settings. Symptoms (fatigue: FAS, dyspnoea: MRC), lung function tests and physical function tests (6 MWT, muscle force) were measured before and after ET. Proton nuclear magnetic resonance (NMR) spectroscopy combined with orthogonal partial least squares-discriminant analysis (OPLS-DA) was used to determine lipid profile before and after ET. Twenty-five NMR signals from lipid compounds were selected for further analysis as well as serum lipid and inflammatory markers. Three weeks of ET results in improvement of symptoms (FAS: 27.5 vs. 21.0; p < 0.001, MRC: 0.86 vs. 0.14; p = 0.002) and physical function (6MWT: 508.43 vs. 547.29; p = 0.039). OPLS-DA analysis of the lipid profiles of patients with sarcoidosis revealed differences among the samples before and after ET, including decreases in fatty acids (p < 0.017), triglycerides (p < 0.022) and total cholesterol (p < 0.020). Other changes included shifts in fatty acids oxidation products and triacylglycerol esters. A short-time, in-hospital exercise training benefits patients with sarcoidosis by enhancing their physical function. Additionally, positive effect on lipid profile was observed also in this study. It is suggested that lipid profiling could become a new prognostic method to assess effects of pulmonary rehabilitation in patients with sarcoidosis.