Twenty women with stress urinary incontinence diagnosed by urodynamic testing participated in a 6-week pelvic muscle exercise program. The aim of the study was to evaluate the effectiveness of the exercise program, with or without an intravaginal balloon, on urinary leakage as determined by a 30-minute and a 24-hour pad test. Relative strength of the pelvic muscles was evaluated using an intravaginal device that measures the pressure generated during a muscle contraction. After completion of the exercise program, 18 of the 20 subjects had an increase in strength of the pelvic floor muscles, as demonstrated by increased intravaginal pressure or a decrease in urinary loss on the 24-hour pad test. The use of an intravaginal balloon did not improve performance of the pelvic muscles or decrease urinary loss as compared with the subjects who exercised without an intravaginal balloon. Twelve months after the completion of the exercise program, 19 of the participants responded to a questionnaire about their urinary loss and performance of pelvic muscle exercises. None of the subjects stated that her urinary loss was worse, three had undergone surgical intervention, and ten had not continued to exercise. Seven subjects still exercised, with subjective improvement of urinary loss. It appears that pelvic muscle exercises may be successful in improving the condition of stress urinary incontinence; however, half of the subjects did not continue to exercise independently.