OBJECTIVE Exercise has been shown to improve physical function in frail older adults; however, the effects of exercise may vary with degree of frailty, the format and intensity of the exercise intervention, and level of supervision. This cohort study describes the effects of participation in a 6-week home-based exercise program on measures of physical function as well as exercise-related beliefs, including exercise self-efficacy and outcomes expectation, in frail older adults. METHODS Participants were 72 frail older adults who participated in a 6-week home-based exercise program supervised by graduate physical therapy students. Individualized home-based exercises targeted strength, flexibility, balance, gait, and cardiovascular fitness. Physical function was measured at baseline and after completion of the 6-week exercise program using the Functional Fitness Test (Biceps Curl, Chair Stand, 8-Foot Up and Go) and velocity on a 4-m walk. Measures of exercise-related beliefs included the Self-Rated Abilities for Health Practices Scale and Exercise Outcome Expectations. RESULTS Participation in the 6-week home-based exercise program was associated with improvements in measures of physical function, including an average increase of 3 repetitions (35%) on the biceps curl, 2.4 repetitions (59%) on the chair stand, and an average increase of 0.17 m/s (33%) in gait velocity. Average decrease in Timed Up and Go test scores was 5.7 seconds (26%). Scores for exercise-related beliefs also improved (self-efficacy average increase was 7 points [40%], and average increase in outcome expectations was 3 [47%]). CONCLUSIONS A supervised 6-week, multidimensional home-based exercise program was safe and associated with improvements in physical and exercise-related belief outcome measures in this cohort study of frail older adults.