Background Childhood obesity is strongly associated with the development of cardiovascular disease (CVD). Exercise interventions have been used for obese children and adolescents to prevent the manifestation of CVD risks, such as hypertension and insulin resistance (IR). Additionally, obesity has been shown to be linked to low self-efficacy in adolescents, which has been shown to negatively impact academic performance. Therefore, the purpose of this study was to examine the effects of a 12-week jump rope exercise program on body composition, CVD risk factors, and academic self-efficacy (ASE) in obese adolescent girls with prehypertension. Methods Adolescent girls with prehypertension and obesity (n = 48, age 14–16 years) were randomly assigned to either the jump rope exercise group (EX, n = 24) or the control group (CON, n = 24). Body composition, blood pressure (BP), blood glucose, insulin levels, homeostatic model assessment of insulin resistance (HOMA-IR) (marker of IR), and ASE were assessed before and after 12 weeks of exercise training or control. Results There were significant group × time interactions following the 12-week exercise program for body fat percent, waist circumference (WC), systolic blood pressure (SBP), blood glucose, insulin levels, and HOMA-IR, which were all significantly reduced (p < 0.05). A significant improvement (p <0.05) was observed in task difficulty preference (TDP) and self-regulatory efficacy (SRE) following exercise training. Additionally, ASE was strongly correlated (r = −0.58) with body composition. Conclusions This study provides evidence that jump rope exercise intervention can be a useful therapeutic treatment to improve CVD risk factors and ASE in obese adolescent girls with prehypertension.