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To test the effects of aerobic and resistance exercise on changes in bone mineral density (BMD) in women newly diagnosed with stage I-III breast cancer receiving chemotherapy.Randomized clinical trial.Two National Cancer Institute-designated cancer centers in metropolitan areas.66 women with stage I-III breast cancer beginning adjuvant chemotherapy.Participants were randomized to aerobic or resistance exercise and usual care. At the beginning of chemotherapy and at six months, patients completed exercise testing and BMD assessment of the lumbar spine by dual energy x-ray absorptionetry.BMD, aerobic capacity, and muscle strength.The average decline in BMD was −6.23% for usual care, −4.92% for resistance exercise, and −0.76% for aerobic exercise. Aerobic exercise preserved BMD significantly better compared to usual care. Premenopausal women demonstrated significantly greater declines in BMD than postmenopausal women. Aerobic capacity increased by almost 25% for women in the aerobic exercise group and 4% for resistance exercise. Participants in the usual care group showed a 10% decline in aerobic capacity.The data suggest that weight-bearing aerobic exercise attenuates declines in BMD and that aerobic and resistance exercise improve aerobic capacity and muscle strength at a time when women generally show marked declines in functional ability.Exercise may prevent or at least minimize bone loss observed during chemotherapy and may prevent or delay the long-term effects of osteoporosis.