Objective. To determine if supervised cardiovascular training improves exercise tolerance, aerobic capacity, depression, functional capacity, and quality of life in patients with systemic lupus erythematosus (SLE). Methods. Sixty women with SLE (ages 18 -55 years) were evaluated using Short Form 36, visual analog scale for pain, scale for fatigue, Beck Depression Inventory, and Health Assessment Questionnaire (HAQ), and participated in a training protocol of incremental load on a treadmill with computed gas metabolic analysis. Maximum oxygen consumption (VO 2max ) and anaerobic threshold VO 2 were calculated with a SensorMedics Vmax29C analyzer (Sensor Medics, Yorba Linda, CA), and heart rate was measured by electrocardiogram. Patients were divided into 2 groups: a training group (41 patients) that participated in the supervised cardiovascular training program and a control group ( 19 patients) that did not participate in the program. All variables were analyzed at baseline and after 12 weeks for both groups. The training program occurred in the morning for 60 minutes, 3 times a week for 12 weeks. Statistical analysis included Wilcoxon's rank sum test, Mann-Whitney U test, chi-square test, and Fisher's exact test. P values <0.05 were considered to be statistically significant. Results. The 2 groups were homogeneous and comparable at baseline. The training group showed a significant improvement of aerobic capacity measured by anaerobic threshold VO 2 (14.67 ؎ 3.03 versus 17.08 ؎ 3.35 ml/kg/minute, P < 0.001).Comparison of the training group and control group after 12 weeks showed a significant difference relating to VO 2max (24.31 ؎ 4.61 versus 21.21 ؎ 3.88 ml/kg/minute, P ؍ 0.01) and anaerobic threshold VO 2 (17.08 ؎ 3.35 versus 13.66 ؎ 2.82 ml/kg/minute, P < 0.0001). After cardiovascular training, we found a significant improvement of Beck inventory score (8.37 ؎ 12.79 versus 2.90 ؎ 3.00, P < 0.001) and HAQ score (0.14 ؎ 0.21 versus 0.06 ؎ 0.19, P < 0.01) in the training group. Conclusion. This study showed significant improvement in exercise tolerance, aerobic capacity, quality of life, and depression after a supervised cardiovascular training program in patients with SLE.