Participation in exercise programs is heartily recommended for older adults since the level of physical fitness directly influences functional independence. The aim of this present study was to investigate the effects of supervised Pilates exercise training on the physical function, hypothesizing that a period of Pilates exercise training (PET) can increase overall muscle strength, body composition, and balance, during single and dual-task conditions, in a group of post-menopausal women. Twenty-five subjects, aged 59 to 66 years old, were recruited. Eligible participants were assessed prior and after 3 months of PET performed twice per week. Muscular strength was evaluated with handgrip strength (HGS) test, 30-s chair sitto-stand test (30CST), and abdominal strength (AST) test. Postural control and dual-task performance were measured through a stabilometric platform while dynamic balance with 8 ft up and go test. Finally, body composition was assessed by means of dual-energy X-ray absorptiometry. Statistically significant improvements were detected on HGS (+8.22 %), 30CST (+23.41 %), 8 ft up and go test (−5.95 %), AST (+30.81 %), medio-lateral oscillations in open eyes and dual-task condition (−22.03 % and −10.37 %). Pilates was effective in increasing upper body, lower body, and abdominal muscle strength. No changes on body composition were detected. Results on this investigation indicated also that 12-week of mat Pilates is not sufficient to determine a clinical meaningful improvement on static balance in single and dual-task conditions.