Obsessive compulsive disorder (OCD) is a severe and debilitating anxiety disorder afflicting 2% of the population. Cognitive behavioural therapy (CBT) is considered first line psychological treatment for OCD, but there are a large number of treatment non-responders, and the majority of responders have residual symptoms. Aerobic exercise has shown potential benefit for general mood and anxiety disorders, but has not been widely tested in OCD. This study will examine the additive benefits of a standard 12-week aerobic exercise program to a standard 12-week CBT protocol in the treatment of OCD. The study will test if Exercise+CBT results in significantly better clinical outcomes compared to either treatment alone or no treatment at all. Treatment outcomes will be assessed in relation to symptom and cognitive measures of clinical improvement.