A qualitative study nested within a randomized controlled trial explored obese adolescents' experiences of participation in an exercise therapy intervention. Semi-structured interviews were conducted with participants assigned to exercise therapy. Participants' reported feeling more energetic during and after exercise, than before. Many participants reported feeling happy/happier and expressed feeling better about themselves as individuals after the intervention. Most participants felt more confident in their ability to exercise regularly. Greater emphasis needs to be placed upon educating obese adolescents about the wide range of health benefits that exercise can provide, and that weight loss, while important, is only one such benefit.