This study investigated changes in anxiety and depression symptoms after two exercise programs with adult women attending the Health Academy Program. Based on non-probabilistic sampling, a total of 93 adult women (aged range: 19 77 years) were recruited into two health units, selected to receive exercise programs with continuous (CT; n = 53) or intermittent (IT; n = 40) characteristics. The activities were supervised for six months (twice a week; ~60 min) by a physical education professional. The primary outcome of the study was the assessment of the level of changes of anxiety and depression using the Hospital Anxiety and Depression scale. Physical function was assessed by a 1 mile walk test, handgrip strength, and sit-to-stand test. No significant group-by time interaction was observed for any of the investigated outcomes. Regarding the comparisons between moments, there were significant improvements in anxiety (F = 16.52; p = <0.001; ηp2 = 0.15) and depression scores (F = 9.29; p = 0.003; ηp2 = 0.09). Furthermore, there were significant improvements in the one mile walk test (F = 70.36; p = <0.001; ηp2 = 0.44), sit-to-stand test (F = 141.53; p = <0.001; ηp2 = 0.61) and handgrip strength performance (F = 10.12; p = 0.002; ηp2 = 0.10). In conclusion, both exercise programs were equally effective in promoting beneficial changes on anxiety, depression levels, and improved physical function in women attending the Health Academy Program. Therefore, the decision to choose which protocol to use should be based on community preference and practical considerations.