Individuals diagnosed with Chronic Kidney Disease (CKD) usually develop psychiatric complications as the dialysis procedure causes changes in the physical health and social life. Though the literature supports beneficial effects of exercise programmes in dialysis patients, the implementation of exercise as a part of clinical care is very less. Hence, the present study was undertaken to provide further evidence for the effectiveness of physical activity depression, anxiety, stress and quality of life of patients on hemodialysis. A total of 14 patients including males and females who were undergoing hemodialysis at selected hospital and who fulfil the selection criteria were included in the present study. The quality of life of the participants was collected by interview method using modified Kidney Disease Quality of Life (KDQOL) scale and Depression, Anxiety and Stress Scale (DASS 21). In this study regular exercise program has reduced depression, anxiety and stress and improved quality of life in hemodialysis patients. Hence, it is suggested to perform more qualitative and quantitative studies in this area to support adoption of physical exercise in the routine care of hemodialysis patients.