Maximal oxygen uptake (VO2max) is a direct measure of human cardiorespiratory fitness and is associated with health. However, the molecular determinants of interindividual differences in baseline (intrinsic) VO2max, and of increases of VO2max in response to exercise training (ΔVO2max), are largely unknown. Here, we measure ~5,000 plasma proteins using an affinity-based platform in over 650 sedentary adults before and after a 20-week endurance-exercise intervention and identify 147 proteins and 102 proteins whose plasma levels are associated with baseline VO2max and ΔVO2max, respectively. Addition of a protein biomarker score derived from these proteins to a score based on clinical traits improves the prediction of an individual's ΔVO2max. We validate findings in a separate exercise cohort, further link 21 proteins to incident all-cause mortality in a community-based cohort and reproduce the specificity of ~75% of our key findings using antibody-based assays. Taken together, our data shed light on biological pathways relevant to cardiorespiratory fitness and highlight the potential additive value of protein biomarkers in identifying exercise responsiveness in humans.