Objective - To determine whether the effects of an exercise programme in patients with osteoarthritis of hip or knee are sustained at six and nine months' follow up. Methods - A randomised, single blind, clinical trial was conducted in a primary care setting. Patients with osteoarthritis of hip or knee (ACR criteria) were selected. Two intervention groups were compared. Both groups received treatment from their general practitioner, including patient education and drug treatment if necessary. The experimental group also received exercise treatment from a physiotherapist in primary care. The treatment period was 12 weeks, with an ensuing 24 week follow up. The main outcome measures were pain, drug use (non-steroidal anti-inflammatory drugs), and observed disability. Results - 201 patients were randomly allocated to the exercise or control group, and 183 patients completed the trial. At 24 weeks exercise treatment was associated with a small to moderate effect on pain during the past week (difference in change between the two groups -11.5 (95% CI -19.7 to -3.3). At 36 weeks no differences were found between the groups. Conclusions - Beneficial effects of exercise decline over time and finally disappear.