BACKGROUND: Exercise has been shown to reduce symptoms of anxiety, but few studies have studied exercise in individuals preselected because of their high anxiety. PURPOSE: The objective of this study is to review and critically evaluate studies of exercise training in adults with either high levels of anxiety or an anxiety disorder. METHODS: We conducted a systematic review of randomized clinical trials (RCTs) in which anxious adults were randomized to an exercise or nonexercise control condition. Data were extracted concerning anxiety outcomes and study design. Existing meta-analyses were also reviewed. RESULTS: Evidence from 12 RCTs suggested benefits of exercise, for select groups, similar to established treatments and greater than placebo. However, most studies had significant methodological limitations, including small sample sizes, concurrent therapies, and inadequate assessment of adherence and fitness levels. CONCLUSIONS: Exercise may be a useful treatment for anxiety, but lack of data from rigorous, methodologically sound RCTs precludes any definitive conclusions about its effectiveness.