Adolescence is a complex period of human development in which young people are susceptible to unhealthy behaviors, such as physical inactivity and an unbalanced diet. This study aimed to analyze the effects of 12 weeks of multi-disciplinary family and individual intervention on cardiometabolic risk parameters in overweight and obese adolescents and compare sub-groups, considering possible differences between sexes (males vs. females vs. intervention approach). Forty three adolescents (13.73 ± 2.46 years old) of both sexes were divided into two groups: family group (FG) (n = 21; 14.24 ± 2.61 years old) and individual group (IG) (n = 22; 13.23 ± 2.27 years old). The following parameters were evaluated: anthropometry (body weight, height, waist circumference (WC), hip circumference (HC), abdominal circumference (AC), calculation of body mass index (BMI), and waist–hip ratio (WHR)), body composition (fat mass (FM), lean mass (LM), fat-free mass (FFM), skeletal muscle mass (SMM), body fat percentage (BF), and visceral fat), biochemical measures (fasting glucose, triglycerides (TG), total cholesterol (TC), low-density lipoproteins (LDL-c), and high-density lipoproteins (HDL-c)), and the measurement of systolic and diastolic blood pressure (SBP and DBP) before and after the interventions. The multi-disciplinary interventions occurred for 12 weeks (three days a week lasting 1 h and 30 min, in which 30 min were dedicated to theoretical interventions (nutrition: nutritional education and psychology: psychoeducation) and 1 h to physical exercises. A time effect was observed for LM, FFM, SMM, FM, and HDL-c, with higher values after intervention and a significant decrease for FM, BF, visceral fat, fasting glucose, TG, TC, LDL-c, and DBP (p < 0.05). However, no group, sub-group, or interaction effects were observed when comparing FG, IG, or sexes (p > 0.05). The responses of the present study show that both multi-disciplinary approaches (family and individual) promoted improvement in the body composition indicators, biochemical markers, and DBP of overweight and obese adolescents independently of the intervention group. Given this finding, health professionals, families, and adolescents could choose the type of intervention based on their preferences.