Background The Effects of Aerobic Exercise Training (AET) on self‐reported Quality of Life (QoL) in people with hypertension have been previously documented. However, data on black populations, especially from Africa, seem not to be available. This study investigated the effects of AET on QoL and exercise capacity in Nigerians on treatment for essential hypertension. Method This randomised‐controlled trial involved newly diagnosed individuals, with mild‐to‐moderate essential hypertension randomly assigned to antihypertensive drugs (ADs) alone (control: n = 60) and AET+ADs (exercise: n = 60) groups. The study lasted for 12 weeks. QoL was measured using the World Health Organization QoL Short Form (WHOQoL‐BREF) and exercise capacity was assessed using the Rockport Fitness Walk Test pre‐ and post‐study. Results Physical health, psychological health, and social relationships domains of QoL improved significantly in the exercise and control groups post‐intervention. The environment domain of QoL and exercise capacity improved significantly in only the exercise group. There were larger improvements in the physical health, psychological health, and environment domains of QoL, and exercise capacity in the exercise group. Conclusion Aerobic exercise improves QoL and exercise capacity in individuals with essential hypertension.