The main purpose of this study is to examine the effects of exercise on the individual to preserve and improve the current state of both mental and physical health that women convicts need during the prison process and after release in social life. Beck Hopelessness Scale, Happiness Level Scale, Psychological Resilience Scale, State Anxiety Scale, and demographic information form were used to collect the study's data. A pilates exercise test was applied to female convicts in prison in the study, and measurements were made before and after the experiment. The study was tested using the one-way analysis of variance (OneWay ANOVA) and independent single sample test (T-test). The research population consists of 16 women. Pearson Correlation analysis was used to examine the relationship between continuous variables. SPSS 24.0 statistical package program was used for data analysis, and the statistical significance level was accepted as 0.05. The study results showed a positive change in the scores obtained from the psychological scales applied with the pre-study anthropometric measurements of the female prisoners in the Closed Penitentiary Institution, but when the pre-test and post-test averages were compared, it was observed that there was no significant change.