The aim of the study was to compare the effects of home visits with physical training and nutritional support on inflammatory parameters to home visits with social support alone within a randomized controlled trial. Prefrail and frail persons received home visits from lay volunteers twice a week for 12 weeks. Participants in the physical training and nutritional intervention group (PTN, n = 35) conducted two sets of six strength exercises and received nutritional support. The social support group (SoSu, n = 23) received visits only. TNF-α, IL-6, CRP, and total leukocyte count were assessed at baseline and after 12 weeks. Changes over time within groups were analyzed with paired t-tests; differences between groups were analyzed with ANCOVA for repeated measurements. In the PTN group, IL-6 and CRP remained stable, whereas in the SoSu group, IL-6 increased significantly from a median value of 2.6 pg/l (min–max = 2.0–10.2) to 3.0 pg/l (min–max = 2.0–20.8), and CRP rose from 0.2 mg/dl (min–max = 0.1–0.9) to 0.3 mg/dl (min–max = 0.1–3.0) after 12 weeks. In CRP, a significant difference between groups was found. TNF-α and total leukocyte count did not change in either the PTN group or the SoSu group. Persons showing an increase in physical performance (OR 4.54; 95% CI = 1.33–15.45) were more likely to have constant or decreased IL-6 values than persons who showed no improvement. In conclusion, in non-robust older adults, a physical training and nutritional support program provided by lay volunteers can delay a further increase in some inflammatory parameters.