Purpose: To examine the individual effects of supervised and intensive exercise as well as the combined effects of exercise and nicotine replacement therapy (NRT) on (a) smoking cessation and reduction rates and (b) psychological and physiological processes during withdrawal.Methods: One-hundred and forty-two inactive female smokers were randomised into the following four groups: exercise+nicotine patch; exercise+no nicotine patch; cognitive behavior therapy (CBT)+nicotine patch and CBT+no nicotine patch. Smoking abstinence (verified by saliva cotinine and expired carbon monoxide), cessation self-efficacy, and physical fitness and body weight were assessed at baseline (week 1), quit date (week 6), program termination (week 12), and 3- and 12-month follow-up.Results: There were significant differences in a 7-day point prevalence but not continuous abstinence rates between treatment groups across targeted end points. Consistently higher cessation rates were seen when NRT was added to both treatment programs. Compared with CBT participants, exercise participants had significantly increased functional exercise capacity and had gained significantly less weight during program end points but these differences did not hold at a 12-month follow-up. Compared with exercise participants, CBT participants felt greater cessation efficacy and reported greater knowledge, coping and support resources across all end points.Conclusions: Exercise combined with NRT facilitates smoking cessation, improves functional exercise capacity, and delays weight gain in women smokers. We recommend that physicians and health care professionals recommend exercise and NRT together for highly motivated women interested in quitting smoking. (C) 2006 Elsevier Ltd. All rights reserved.