Background Aromatase inhibitors (AI) have positive effects on disease-free life in patients with Breast Cancer (BC); on the other hand, their side effects especially arthralgia can be observed in many of patients. This study aimed to evaluate the effectiveness of Progressive Relaxation Exercises (PRE) on the common side effects of AI in patients with BC. Methods A total of 44 patients receiving AI were allocated to the study and control groups in this randomized controlled, single-blind trial. The study group (n=22) performed a combined (one-day supervised, and 3 days home-based) PRE program 4 days/week, for six weeks. The control group (n=22) was given advice about relaxation in daily life. Data was collected initially and after 6 weeks of the intervention. Pain, quality of life (QoL) and emotional status (ES) were assessed using the Brief Pain Inventory (BPI), Functional Assessment of Chronic Illness Therapy (FACT) and Hospital Anxiety and Depression (HAD) scales, respectively. Results Pain was significantly reduced within the study group in Pain Severity (p=0.001) and Pain Interference (p=0.01) sub-scores. Pain was also reduced between the groups as compared using the Pain Severity (p=0.00) and Patient Pain Experience (p=0.003) sub-scores; QoL and ES remained with no significant difference either within the groups or between the groups (p>0.05). Conclusion The results of this study showed that PRE significantly decreased pain scores in BC patients receiving AI. Although the reduction in pain is a valuable data even in the 6-week period in those cases, the long-term effects of relaxation techniques need to be followed.