Aerobic exercise has been associated with improved psychological status and physical fitness in adults, but its effects in adolescents have been less clear. This study evaluated the effects of aerobic exercise on the self-concept, depression level, and physical fitness of juvenile delinquents. Ninety-eight incarcerated youths who volunteered to participate were assigned in a blind fashion to one of two exercise programs lasting three months. Sixty-nine completed all phases of the study and are the subjects of this report. One exercise program (32 subjects) emphasized aerobic exercise; the other (37 subjects), limited exertion. Before and after participating, each subject underwent measurement of self-concept, mood, and physical fitness. While the aerobic and comparison groups were initially similar, the data demonstrated an association between participation in the aerobic exercise program and improved self-concept, mood, and fitness. Improvement in psychological variables was not dependent on improved physical fitness and was not related to preintervention measures.