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To investigate changes in physical fitness and psychological characteristics of patients after cardiac rehabilitation, and to assess predictors of defaulting from the program.A prospective study of 1902 consecutive patients admitted to a community-based, hospital-linked cardiac rehabilitation program was conducted over a period of 6 years and 7 months. The cardiac rehabilitation program centered on a 2-to 6-month circuit training course with education, stress management, relaxation, and risk factor monitoring. Before and after the program, measures of physical fitness and of hospital anxiety and depression were performed.The course was completed by 1443 patients (76%), with 240 patients (13%) defaulting. For those who completed the course, peak oxygen consumption per minute increased by 3.2 mL/min/kg (95% confidence interval [CI], 3.1–3.4) or 19% (95% CI, 17.7%–20.3%). According to the hospital anxiety and depression scores, anxiety fell by 1.1 (95% CI, −1.3 to −0.98) and depression by 1.3 (95% CI, −1.4 to −1.2). The main predictors of defaulting were depression (patients with depression were twice as likely to default as nondepressed patients) and diagnosis (patients who had experienced angina or percutaneous transluminal coronary angioplasty were twice as likely to default as those who had experienced infarct or coronary artery bypass graft).The identification of depressed coronary patients known to be at increased risk should be a priority for cardiac rehabilitation coordinators. Every effort should be made to keep them in the cardiac rehabilitation program.