Isolated soy protein (ISP) is a well-known supplement and has been reported to improve health, exercise performance, body composition, and energy utilization. ISP exhibits multifunctional bioactivities and also contains branched-chain amino acids (BCAAs), which have been confirmed to positively affect body weight (BW) regulation and muscle protein synthesis. The combined effects of BCAA supplements and exercise in older postmenopausal women with osteoporosis, sarcopenia, and obesity have been inadequately investigated. Therefore, in this study, we evaluated the potential beneficial effects of soy protein supplementation and exercise training on postmenopausal mice. Forty mice (14 weeks old) with ovariectomy-induced osteosarcopenic obesity were divided into five groups ( = 8), namely sham ovariectomy (OVX, control), OVX, OVX with ISP supplementation (OVX+ISP), OVX with exercise training (ET, OVX+ET), and OVX with ISP and ET (OVX+ISP+ET). The mice received a vehicle or soy protein (3.8 g/kg BW) by oral gavage for four weeks, and the exercise performance (forelimb grip strength and exhaustive swimming time) was evaluated. In the biochemical profiles, we evaluated the serum glucose level and tissue damage markers, such as lactate, ammonia, glucose, blood urine nitrogen (BUN), and creatinine phosphate kinase (CPK). The body composition was determined by evaluating bone stiffness and muscle mass. All data were analyzed using one-way repeated measures analysis of variance. The physical performance of the OVX+ISP+ET group did not differ from that of the other groups. The OVX+ISP+ET group exhibited lower levels of serum lactate, ammonia, CPK, and BUN as well as economized glucose metabolism after an acute exercise challenge. The OVX+ISP+ET group also exhibited higher muscle mass and bone strength than the OVX group. Our study demonstrated that a combination of ISP supplementation and exercise reduced fatigue and improved bone function in OVX mice.