Abstract We evaluated in a randomized prospective trial the possible effect of smoking cessation on exercise performance in middle-aged female smokers who underwent vigorous exercise training as an adjunct to a cognitive-behavioral smoking cessation treatment program. A total of 109 subjects met the criteria for this substudy; of these, 51 were in the contact control (nonexercising) group and 58 were in the exercise training group. Both groups had a graded maximal exercise stress test performed on a bicycle ergometer before and after 12 weeks of treatment. All subjects participated in a 12- session, group-based, cognitive-behavioral treatment program for nicotine dependence. Subjects in the contact condition participated in 3 supervised health education lectures per week but did not engage in regular exercise. Subjects in the exercise group trained 3 times a week, averaging 83% of maximum heart rate achieved on their baseline exercise test. On the 12-week exercise stress test, the exercise group did significantly better than control in all aspects of exercise performance. Those who quit showed a further increase in their exercise test duration (p <0.001) and had a greater increase in calculated peak oxygen consumption expressed as fat-free weight (p = 0.031). In conclusion, women who undergo a vigorous exercise training program and quit smoking demonstrate improved exercise performance over those who continue to smoke.