Background and objectiveAn array of treatment-related toxicities result from androgen deprivation therapy (ADT) in patients with prostate cancer (PCa), compromising function and health-related quality of life (HRQoL). Exercise has been demonstrated to counter a number of these adverse effects including decreased HRQoL; however, when exercise should be initiated is less clear. This study aims to examine whether commencing exercise when ADT is initiated rather than later during treatment is more effective in countering adverse effects on HRQoL. MethodsMen with PCa (48–84 yr) initiating ADT were randomised to immediate exercise (IMEX; n = 54) or delayed exercise (DEL; n = 48) for 12 mo. IMEX consisted of 6 mo of supervised resistance/aerobic/impact exercise commenced at the initiation of ADT with 6 mo of follow-up. DEL consisted of 6 mo of usual care followed by 6 mo of the same exercise programme. HRQoL was assessed using the Short Form-36 at baseline and 6 and 12 mo. Intention to treat was utilised for the analyses that included group × time repeated-measures analysis of variance using log transformed data. Key findings and limitationsThere were a significant group × time interaction for the physical functioning domain (p = 0.045) and physical component summary score (p = 0.005), and a significant time effect for bodily pain (p < 0.001) and vitality domains (p < 0.001), with HRQoL maintained in IMEX and declining in DEL at 6 mo. Exercise in DEL reversed declines in vitality and in the physical component summary score, with no differences at 12 mo compared with baseline. Limitations include treatment alterations during the intervention. Conclusions and clinical implicationsConcurrently initiating exercise and ADT in patients with PCa preserves HRQoL, whereas exercise initiated while on established ADT regimens reverses declines in some HRQoL domains. Patient summaryTo avoid initial treatment-related adverse effects on health-related quality of life, exercise medicine should be initiated at the start of treatment.