Venous leg ulcers (VLUs) are typically painful and heal slowly. Compression therapy offers high healing rates; however, improvements are not usually sustained. Exercise is a low-cost, low-risk and effective strategy for improving physical and mental health. Little is known about the feasibility and efficacy of supervised exercise training used in combination with compression therapy patients with VLUs. To assess the feasibility of a 12-week supervised exercise programme as an adjunct therapy to compression in patients with VLUs. This was a two-centre, two-arm, parallel-group, randomized feasibility trial. Thirty-nine patients with venous ulcers were recruited and randomized 1 : 1 either to exercise (three sessions weekly) plus compression therapy or compression only. Progress/success criteria included exercise attendance rate, loss to follow-up and patient preference. Baseline assessments were repeated at 12 weeks, 6 months and 1 year, with healing rate and time, ulcer recurrence and infection incidents documented. Intervention and healthcare utilization costs were calculated. Qualitative data were collected to assess participants' experiences. Seventy-two per cent of the exercise group participants attended all scheduled exercise sessions. No serious adverse events and only two exercise-related adverse events (both increased ulcer discharge) were reported. Loss to follow-up was 5%. At 12 months, median ulcer healing time was lower in the exercise group (13 vs. 34·7 weeks). Mean National Health Service costs were £813·27 for the exercise and £2298·57 for the control group. The feasibility and acceptability of both the supervised exercise programme in conjunction with compression therapy and the study procedures is supported.