© 2020, © 2020 Informa UK Limited, trading as Taylor & Francis Group. Background: Exercise training has a history of alleviating anxiety in various populations, but research into its effects on prison inmates is limited. Confinement to prison is a highly distressing event for those who have never experienced incarceration, which can dramatically increase anxiety-related symptoms and may exacerbate suicidal risk. Methods: Thirty-seven first-time prisoners with elevated anxiety symptoms completed the State-Trait Anxiety Inventory before and after a 6-week long treatment period consisting of interval exercise training (IET; n = 20) or no intervention (waiting-list; n = 17). Prisoners in the IET intervention had to exercise three times per week (40 min per session) under the supervision of the first and/or second author. Exercise intensity was self-monitored using the Borg¿s RPE-15 scale, with targets in the range 13¿15 (¿somewhat hard¿-¿hard¿). Results: Those who received the IET intervention showed a significantly greater reduction in anxiety than prisoners in the waiting-list. The effect size for IET was of moderate-to-large magnitude (Cohen¿s d = ¿0.71). Conclusion: The authors conclude that the lower levels of anxiety reported following IET suggest that supervised exercise training is an effective coping strategy to deal with incarceration. Trial registration:ClinicalTrials.gov identifier: NCT04019171.