Conventional wisdom suggests that exercise training with a personal trainer (PTr) is more beneficial for improving health-related fitness than training alone. However, there are no published data that confirm whether fitness club members who exercise with a PTr in the fitness club setting obtain superior results compared with self-directed training. We hypothesized that club members randomized to receive an evidence-based training program would accrue greater improvements in lean body mass (LBM) and other fitness measures than members randomized to self-training. Men, aged 30-44 years, who were members of a single Southern California fitness club were randomized to exercise with a PTr administering a nonlinear periodized training program (TRAINED, N = 17) or to self-directed training (SELF, N = 17); both groups trained 3 days per week for 12 weeks. Lean body mass was determined by dual-energy x-ray absorptiometry. Secondary outcomes included muscle strength 1 repetition maximum (1RM), leg power (vertical jump), and aerobic capacity (V[Combining Dot Above]O2max). TRAINED individuals increased LBM by 1.3 (0.4) kg, mean (SEM) vs. no change in SELF, p = 0.029. Similarly, significantly greater improvements were seen for TRAINED vs. SELF in chest press strength (42 vs. 19%; p = 0.003), peak leg power (6 vs. 0.6%; p < 0.0001), and V[Combining Dot Above]O2max (7 vs. -0.3%; p = 0.01). Leg press strength improved 38 and 25% in TRAINED and SELF, respectively (p = 0.14). We have demonstrated for the first time in a fitness club setting that members whose training is directed by well-qualified PTrs administering evidence-based training regimens achieve significantly greater improvements in LBM and other dimensions of fitness than members who direct their own training.