This study aims to determine the effectiveness of home-based low-intensity stretching and breathing exercises on the reduction of 1 and 2 month post-partum depression (primary outcome) and fatigue (secondary outcome) scores. In this randomized controlled trial, 127 women at 26–32 weeks' gestation with Edinburgh score less than 15, who attended 14 selected health centres in Tabriz, Iran, were randomly allocated into one of the following three groups: no intervention group, group receiving training for exercise during pregnancy, and group receiving training for exercise during pregnancy and post-partum period until 2 months after delivery. Depression and fatigue scores were measured using the Edinburgh Postnatal Depression Scale and Fatigue Identification Form, respectively, at baseline, 1 month and 2 months after delivery. The data were analysed with SPSS-ver. 13.0 (SPSS Inc, Chicago, IL, USA) using chi-square, Fisher's exact and Kruskal–Wallis tests. Mean rank of the difference scores of depression and fatigue were not significantly different among the groups, both at 1 and 2 months post-partum (P > 0.05). Therefore, this study did not provide evidence to show that training women to do the home-based exercises during pregnancy or during pregnancy and post-partum period have a preventive effect on post-partum depression and fatigue. However, more studies are needed for making precise judgment.