People with HIV (PWH) may have lower daily activity levels compared with persons without HIV. We sought to determine the impact of initiating a supervised exercise program on the daily step count of sedentary PWH and uninfected controls. PWH and controls, aged 50-75, were enrolled in a 24-week supervised exercise program. All individuals were given a pedometer and instructed in regular use. A linear mixed model taking into account random effects was used to model daily step count. Of 69 participants that began the study, 55 completed and 38 (21 PWH, 17 controls) had complete pedometer data. Baseline daily step count on nonsupervised exercise day was (estimated geometric mean, 95% confidence interval) 3543 (1306 to 9099) for PWH and 4182 (1632 to 10,187) for controls. Both groups increased daily steps on supervised 43% (20 to 69)%, P < 0.001 but not unsupervised exercise days -12% (-24 to 1)%, P = 0.071. Compared with controls, PWH had 26% (-47 to 4)%, P = 0.08 fewer daily steps on days with supervised exercise and 35% -53 to -10)%, P = 0.011 fewer daily steps on days without supervised exercise. Higher body mass index (per 1 unit) and smoking were associated with fewer daily steps -5% (-9 to -1)%; -49% (-67 to -23)%; P ≤ 0.012. Days with precipitation -8% (-13 to -3)%, P = 0.002 or below freezing -10% -15 to -4)%, P < 0.001 were associated with fewer steps. Supervised exercise increased daily step counts in sedentary individuals, but at the expense of fewer steps on nonsupervised exercise days.