Physical activity improves overall health and counteracts metabolic pathologies. Adipose tissue and bone are important key targets of exercise; the prevalence of diseases associated with suboptimal physical activity levels has increased in recent times as a result of lifestyle changes. Mesenchymal stem cells (MSCs) differentiation in either osteogenic or adipogenic lineage is regulated by many factors. Particularly, the expression of master genes such as RUNX2 and PPARĪ³2 is essential for MSC commitment to osteogenic or adipogenic differentiation, respectively. Besides various positive effects on health, some authors have reported stressful outcomes as a consequence of endurance in physical activity. We looked for further clues about MSCs differentiation and serum proteins modulation studying the effects of half marathon in runners by means of gene expression analyses and a proteomic approach. Our results demonstrated an increase in osteogenic commitment and a reduction in adipogenic commitment of MSCs. In addition, for the first time we have analyzed the proteomic profile changes in runners after half-marathon activity in order to survey the related systemic adjustments. Interestingly, proteomic data showed the activation of both inflammatory response and detoxification process. Moreover, the involvement of pathways associated to immune response, lipid transport and coagulation, was elicited. Notably, positive and negative effects may be strictly linked.