Abstract Objectives Axial SpA (axSpA) is a chronic inflammatory disease, yet despite known anti-inflammatory effects of exercise, the effect of exercise on inflammatory immune cell populations and associated inflammatory profiles in axSpA is unknown. This randomized controlled trial investigated the effect of 12 weeks of walking on symptom severity, cardiometabolic health, inflammatory biomarkers and immune cell populations. Methods Twenty people (60% male) living with axSpA who were on a stable dose of NSAIDs participated. Participants were randomly assigned to control or exercise (30 min of walking five times per week). Participants were invited back every 4 weeks for assessment. Results There was a 0% dropout rate and no adverse events in the exercise group, showing walking exercise was well tolerated. Home-based walking for 12 weeks lowered the proportion of pro-inflammatory monocytes, whereas they increased in the control group. Changes were associated with lower IL-6 and CRP concentrations, lower spinal pain and lower systolic blood pressure in the exercise group, whereas these markers increased in the control group. Reductions in IL-6 and pro-inflammatory monocytes with exercise were independent of lower body fat percentage. Conclusions Supplementing NSAID therapy with walking exercise can improve inflammatory immune profiles in people with axSpA, coinciding with reductions in spinal pain. Importantly, the exercise was well tolerated, suggesting walking exercise can be used as an adjuvant anti-inflammatory therapy for NSAID treatments. This should now be explored in people living with axSpA who have had high enough disease activity to necessitate the prescription of biologic or synthetic DMARD treatments. Trial registration ClinicalTrials.gov (http://clinicaltrials.gov), NCT04368494.