Resumo. ABSTRACT This study aimed to compare levels of anxiety and depression of middle-aged women trained in resistance exercise and sedentary. Forty women, 20 exercised (GT) and 20 non-exercised (CG) (GT = 56.9 ± 6.6 years, 27.3 ± 4.8 kg/m2), (CG = 51.5 ± 5.0 years, 27.0 ± 7.7 kg/m2) underwent the study. The participants answered the HAD scale with 14 questions related to levels of anxiety and depression. The CG had higher scores of depression and anxiety than GT. The results for anxiety (GT = 5.2 ± 2.7, CG = 9.5 ± 4.0) and depression (GT = 4.1 ± 2.6, CG = 7.7 ± 4.0) differed significantly (P<0.05) between groups. Middle-Aged women who participated in a resistance exercise program presented a better mental health as evidenced by a lower levels of depression and anxiety in relation to sedentary counterpartners.