Acute physical activity leads to several changes in metabolic, cardiovascular, and immune pathways. Although studies have examined selected changes in these pathways, the system-wide molecular response to an acute bout of exercise has not been fully characterized. We performed longitudinal multi-omic profiling of plasma and peripheral blood mononuclear cells including metabolome, lipidome, immunome, proteome, and transcriptome from 36 well-characterized volunteers, before and after a controlled bout of symptom-limited exercise. Time-series analysis revealed thousands of molecular changes and an orchestrated choreography of biological processes involving energy metabolism, oxidative stress, inflammation, tissue repair, and growth factor response, as well as regulatory pathways. Most of these processes were dampened and some were reversed in insulin-resistant participants. Finally, we discovered biological pathways involved in cardiopulmonary exercise response and developed prediction models revealing potential resting blood-based biomarkers of peak oxygen consumption.