Background: The aim of this trial was to assess the feasibility of the future definitive study that will define the effects of aerobic threshold based exercise on ventilatory efficiency in sedentary adult female asthma patients. Methods: Six female asthma patients performed an individualized aerobic training program for 7 weeks with their ventilatory parameters measured before and after exercise intervention using breath-by-breath gas analysis and graded treadmill test until volitional exhaustion. Paired samples t-test was used to compare baseline and control values. Results: Statistically significant changes in resting ventilatory equivalents for oxygen and carbon-dioxide, increases in exercise capacity, decrease of nadir ventilatory equivalents for oxygen and carbon-dioxide values and a shift of the aerobic threshold and associated heart rate toward higher exercise intensity were noted as a result of training adaptation (p < 0.05). The participants’ medicament diary demonstrated a decrease in daily inhaled therapy and in personal rating of perceived exertion (p < 0.05). Conclusions: These results suggest feasibility of individual aerobic threshold based exercise contribution toward asthma control in asthma patients.