Objectives To evaluate cardiovascular fitness exercise in people with fibromyalgia. Design Randomised controlled trial, Setting Hospital rheumatology outpatients, Group based classes took place at a "healthy living centre." Participants 132 patients with fibromyalgia. Interventions Prescribed graded aerobic exercise (active treatment) and relaxation and flexibility (control treatment), Main outcome measures Participants' self assessment of improvement, tender point count, impact of condition measured by fibromyalgia impact questionnaire, and short form McGill pain questionnaire. Results Compared with relaxation exercise led to significantly more participants rating themselves as much or very much better at three months: 24/69 (35%) v 12/67 (18%), P=0.03, Benefits were maintained or improved at one year follow up when fewer participants in the exercise group fulfilled the criteria for fibromyalgia (31/69 v 44/67, P=0.01). People in the exercise group also had greater reductions in tender point counts (4.2 v 2.0, P=0.02) and in scores on the fibromyalgia impact questionnaire (4.0 v 0.6, P=0.07). Conclusions Prescribed graded aerobic exercise is a simple, cheap, effective, and potentially widely available treatment for fibromyalgia.