Purpose: To investigate the effect of walking on physiological stress in premenstrual syndrome (PMS). Methods: Thirty females with PMS were randomly distributed into two equal groups. Group (A) (n=15) received breathing exercises, while group (B) (n=15) received the same breathing exercises in addition to walking on a treadmill. The primary outcomes were serum cortisol levels, resting heart rate (HR) and resting respiratory rate (RR) to measure the level of physiological stress, while the secondary outcomes were daily record of severity of problems (DRSP) and abdominal pain assessed by visual analogue scale (VAS). The outcome measures were evaluated pre-treatment and after 8 weeks of treatment. Results: Comparing both groups post-treatment revealed non-significant differences in serum cortisol levels, resting HR and DRSP (P>0.05), while there were significant reductions in both resting RR and abdominal pain VAS (P<0.05) in favor of group (B). The percentages of improvement post-treatment in serum cortisol levels, resting HR, resting RR, DRSP and abdominal pain VAS were 16.05%, 2.92%, 5.19%, 29.73% and 25.84%, respectively in group (A), while they were 25.09%, 7.05%, 15.69%, 31.43% and 55.30%, respectively in group (B). Conclusion: Walking is effective in treating premenstrual syndrome through reducing resting RR and abdominal pain intensity, as well as producing greater improvement in serum cortisol levels, resting HR and severity of PMS symptoms.