Objective. To determine whether high exercise adherence improved physical function among older adults with knee osteoarthritis (OA) who were overweight or obese. Methods. Associations between exercise adherence, changes in 6-minute walking distance in meters, and self-reported disability (Western Ontario and McMaster Universities Osteoarthritis Index function subscale) after 6 and 18 months were examined among an Arthritis, Diet, and Activity Promotion Trial subsample (n = 134) using multiple linear regression models. Results. Higher exercise adherence was associated with greater improvements in 6-minute walking distance after 6 and 18 months and in disability after 6 months. Pain and body mass index (BMI) contributed, to some extent, to explaining the link between exercise adherence and changes in physical performance and self-reported disability. Conclusion. Higher exercise adherence is associated with improved physical function in overweight and obese older adults with knee OA. This indicates that promoting adherence is clinically relevant when prescribing exercise regimens that also focus on decreasing pain and BMI.