The health effects of increased physical activity in the prevention or treatment of any disease can only be meaningfully assessed if compliance to the exercise regimen is maintained. The current research examined compliance in a clinical trial investigating the effect of walking on bone loss in 229 postmenopausal women, randomized into either a walking or a control group. Although at baseline there was no difference in physical activity between the two groups, after a period of 2 yr, the walking group reported significantly greater physical activity as measured by reported mean blocks walked daily and objective activity monitor day readings. Closer examination of the walking group revealed that compliers (average 7+ miles walked/wk over the 2 yr), when compared to non-compliers, tended at baseline to be more active, lighter weight, and non-smokers. However, the variable that best differentiated between the two compliance groups was the frequency of reported illness over the 2-yr period, with compliers claiming significantly less illness.