Objective To determine if supervised exercise minimises treatment toxicity in prostate cancer patients initiating androgen deprivation therapy (ADT). This is the first study to date which has investigated the potential role of exercise in preventing ADT toxicity rather than recovering from established toxicities. Patients and Methods Sixty-three men scheduled to receive ADT were randomly assigned to a 3-month supervised exercise program involving aerobic and resistance exercise sessions commenced within 10 days of their first ADT injection (n = 32) or usual care (n = 31). The primary outcome was body composition (lean and fat mass). Other study outcomes included bone mineral density, physical function, blood biomarkers of chronic disease risk and bone turnover, general and prostate cancer specific quality of life, fatigue and psychological distress. Outcomes were compared between groups using analysis of covariance adjusted for baseline values. Results Compared to usual care, a 3-month exercise program preserved appendicular lean mass (p=0.019) and prevented gains in whole body fat mass, trunk fat mass and percent fat with group differences of -1.4 kg (p=0.001), -0.9 kg (p=0.008) and -1.3% (p<0.001), respectively. Significant between-group differences were also observed favouring the exercise group for cardiovascular fitness (V02peak 1.1 ml/kg/min, p=0.004), muscular strength (4.0-25.9 kg, p=0.026), lower body function (-1.1 s, p<0.001), total cholesterol-to-HDL cholesterol ratio (-0.52, p=0.028), sexual function (15.2, p=0.028), fatigue (3.1, p=0.042), psychological distress (-2.2, p=0.045), social functioning (3.8, p=0.015) and mental health (3.6-3.8, p=0.022). No significant group differences were observed for any other outcomes. Conclusion Commencing a supervised exercise program involving aerobic and resistance exercise when initiating ADT significantly reduced treatment toxicity while improving social functioning and mental health. Concurrent prescription of supervised exercise when initiating ADT is therefore advised to minimise morbidity associated with severe hypogonadism.