Functional capacity of end-stage renal disease patients is dramatically impaired. Although exercise training programs appear to have beneficial morphological, functional and psychosocial effects in end-stage renal disease patients on hemodialysis (HD), the adherence rate is high. The purpose of this study was to compare the effects of three modes of exercise training on aerobic capacity and to identify the most favourable, efficient and preferable to patients on HD with regard to functional improvements and participation rate in the programs. Fifty-eight volunteer patients were screened for low-risk status and selected from the dialysis population. The 48 patients who completed the study protocol were randomly assigned either to one of the three training groups or to a control group. Sixteen of them (Group A - mean age 46.4+/-13.9 years) completed a 6-month supervised outpatient exercise renal rehabilitation program consisting of three weekly sessions of aerobic and strengthening training on the non-dialysis days; 10 (Group B - mean age 48.3+/-12.1 years) completed a 6-month exercise program during HD; 10 (Group C - mean age 51.4+/-12.5 years) followed an unsupervised moderate exercise program at home, and 12 patients (Group D-mean age 50.2+/-7.9 years) were used as patient controls. The level of anemia, the medications and the HD prescription remained stable during the study. Fifteen sex- and age-matched sedentary individuals (Group E - mean age 46.9+/-6.4 years) comprised a healthy control group for baseline data. All subjects at the beginning and end of the study underwent clinical examination, laboratory tests and a treadmill exercise test to fatigue endpoints with direct measurement of aerobic capacity. Group A had a higher dropout rate (24%) compared to groups B (17%) and C (17%). Peak oxygen consumption (VO2 peak) increased by 43% (p < 0.05), anaerobic threshold (VO2AT) by 37% (p < 0.05) and exercise time by 33% (p < 0.05) after training in Group A; by 24% (p < 0.05), 18% (p < 0.05) and 22% (p < 0.05), respectively, in B; and by 17% (p < 0.05), 8% (p < 0.05) and 14% (p < 0.05), respectively, in C; while both remained almost unchanged in Group D. These results demonstrate that intense exercise training on non-dialysis days is the most effective way of training, whereas exercise during HD is also effective and preferable.