Emerging research suggests that one mechanism through which physical activity may decrease cancer risk is through its influence on the methylation of genes associated with cancer. The purpose of the current study was to prospectively test, using a rigorous experimental design, whether aerobic exercise affects DNA methylation in genes associated with breast cancer, as well as whether quantity of exercise completed affects change in DNA methylation in a dose-response manner. 276 women (M age = 37.25, SD = 4.64) were recruited from the Denver metro area for a randomized controlled trial in which participants were assigned to a supervised aerobic exercise program varying in a fully crossed design by intensity (55-65% versus 75-85% of VO₂max) and duration (40 versus 20 min per session). DNA methylation was assessed via blood samples provided at baseline, after completing a 16-week supervised exercise intervention, and six months after the intervention. 137 participants completed the intervention, and 81 had viable pre-post methylation data. Contrary to our hypotheses, total exercise volume completed in kcal/kg/week was not associated with methylation from baseline to post-intervention for any of the genes of interest. An increase in VO₂max over the course of the intervention, however, was associated with decreased post-intervention methylation of BRCA1, p = 0.01. Higher levels of self-reported exercise during the follow-up period were associated with lower levels of GALNT9 methylation at the six-month follow-up. This study provides hypothesis-generating evidence that increased exercise behavior and or increased fitness might affect methylation of some genes associated with breast cancer to reduce risk.