BACKGROUND: Persons with common mental disorders are at risk of lowered physical activity. AIMS: To investigate if patients with depressive and/or anxiety disorders can achieve a level of physical activity meeting public health recommendations, increase their physical fitness and quality of life (QoL) through participation in a physical exercise programme. METHODS: In a non-blinded controlled study, 48 patients referred by private psychiatric clinics and private general practices were either treated in an intervention (n=27) or a control group (n=21). The intervention group took part in 20 weeks of group exercise consisting of aerobic training and non-aerobic weight-lifting. All participants were interviewed and tested at baseline, week 20 and at week 32. RESULTS: The intervention group increased in physical activity (120 min/week) and VO(2)max (0.48 ml O(2)/min). The VO(2)max increase was maintained after a 12-week follow-up period. Findings should be conservatively interpreted because of high attrition rate. CONCLUSIONS: Patients with anxiety and/or depressive disorders who participated in a structured, supervised exercise programme achieved in accordance with public health recommendations a higher level of physical activity and VO(2)max. CLINICAL IMPLICATIONS: The clinical implications of the study may be a suggestion of offering physical exercise to milder and moderate severe cases of depression and anxiety.