The effects of weighted vest walking and strength-training exercises on bone mineral density (BMD), balance, strength, and self-efficacy were tested in older women. Eighteen women, age 69.2 +/- 3.5 years, were randomly assigned to an exercise group (EG) (n = 9), or a sedentary control group (CG) (n = 9). The EG participated in 32 weeks (three 1-h sessions/week) of supervised strength training and walking, stair climbing, and balance exercises while wearing weighted vests. The CG did not exercise. All women took Ca2+ and vitamin D during the study period. Measures included 1) BMD of the hip and lumbar spine measured by dual-energy X-ray absorptiometry, 2) strength, 3) balance, and 4) scores on a self-efficacy instrument. The EG had significant improvements in bone density of the femoral neck and balance and a significant weight loss (P < 0.05). There were no changes in self-efficacy in either group.