BACKGROUND Despite therapeutic effect of hemodialysis in end stage renal disease (ESRD) patients, these patients encounter different physical and psychological tensional factors. Physical exercises have beneficial physical and psychological effects on patients under hemodialysis as one of the accessory therapeutic methods. As few studies have been done about the effects of physical exercise on physical and psychological problems in Iran than other countries, we assessed the effect in patients under hemodialysis. METHODS For this purpose, 43 qualified hemodialysis patients receiving hemodialysis in hospitals of Tabriz University of Medical Sciences were included, but only 35 patients did the exercises for 8 weeks completely. Exercise program was done for 1 hour every session and was composed of ergometer, treadmill and ball playing. Before and after intervention data were collected by interview through a synthetic and adjusted questionnaire. At the end of the intervention, two special questions were added about the improvement of physical and psychological problems. Paired t-test was used to compare the scores of before and after intervention. RESULTS There were significant differences between scores of before and after intervention considering physical problems including sleep, pain and discomfort, daily activities, and physical function; but about sexual activity, there was not a significant difference between scores of before and after intervention. Psychological problems improved after doing exercises too. About first special question, 85.6% of patients expressed an improvement in physical conditions and about second special question, 91.4% of patients expressed an improvement in psychological conditions. CONCLUSIONS Since physical exercise improves the physical (physical function, daily activities, pain and discomfort, sleep), and psychological problems, it is suggested that responsible people prepare equipment for these patients, until they do exercise forever. Nurses would present them the ways of a correct exercise, and doing it in days after hemodialysis, in order to improve physical, and psychological problems in hemodialysis patients, and finally to enhance their quality of life.