Approximately 35% of individuals with dementia exhibit depression and/or anxiety symptoms, often manifested by symptoms of negative affect. Exercise has been associated with improved affect but has not been demonstrated to improve affect in residents of secured dementia units in long-term care facilities. This pilot study determined whether moderate-intensity, chair-based exercise was associated with changes in negative affect in residents in secured units. The sample included 36 patients from 2 nursing homes who participated in a 12-week, 30-minute moderate-intensity group exercise program thrice weekly. Affect, measured by the Philadelphia Geriatric Center Apparent Affect Rating Scale, was assessed at weeks 3 and 12, before and after each exercise session. Paired t tests assessed the immediate effect of exercise (before/after a session) and the long-term effect of exercise (study initiation/12 wk) on patients' affect ratings. The mean age was 85 years (SD=5.5), with 86% female, and 97% white. At week 3, anxiety was significantly lower immediately after the exercise session when adjusted for level of participation (P=0.02) compared with immediately before the exercise session, indicating immediate changes in affect. Anxiety and depression were significantly reduced at week 12, when compared with week 3, after adjusting for level of participation (P=0.01; P=0.03), indicating long-term effects of the exercise intervention. The study revealed the feasibility of conducting a moderate-intensity exercise program and the potential for exercise as a nonpharmacologic intervention for reducing symptoms of negative affect and depression in this vulnerable population.