With the advent of programmes to raise the level of fitness in the general population, and alliances between primary health care and community leisure services, the potential of exercise in promoting mental as well as physical health deserves investigation. In contrast to USA and continental Europe, there is a paucity of British research studies systematically exploring the mental health benefits of exercise. The recent rapid growth of exercise prescription among general practitioners presents an opportunity for future research. This review of eleven randomised control trials (RCTs) suggests a causal relationship between exercise and mental health based upon studies in various settings. The methodological difficulties associated with randomised control trials of psycho-social interventions are discussed. The value of future randomised control trials which incorporate examination of perceived acceptability and health economics is indicated.