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This study was designed to evaluate, by means of a randomized controlled trial, the effects of a physical activity program incorporating aerobic, strength, and stretching exercises in individuals with osteoarthritis of the knee. We randomly assigned 137 volunteers ages ≥50 to an experimental group or a control group. The experimental group participated in three 1-hour sessions of supervised exercises per week over a 3-month period. The control participants were instructed to continue their usual daily activities, and they attended 1-hour education sessions twice a month. The effectiveness of the program was evaluated using repeated measurements of parameters related to self-reported health status, physical capacity, and joint tenderness.After 3 months, significantly greater improvements were observed in the experimental group than the control group in terms of: arthritis pain (p = 0.02), ability to walk and bend (p = 0.03), aerobic capacity (p < 0.0001), hamstring and low back flexibility (p = 0.003), quadriceps and hamstring strength (p <0.01), and the perception of changes relating to osteoarthritis of the knee and general condition (p < 0.0001). However, no significant differences were observed between the groups in isokinetic strength of the quadriceps (all p's ≧ 0.05), joint tenderness (p = 0.18), and health perception (p = 0.7). The overall results suggest that this program is effective for older persons with osteoarthritis of the knee and that it could contribute to maintaining their independence and improving their quality of life.