People with severe and persistent mental illness are more likely to be overweight and to suffer from obesity-related illnesses such as diabetes and heart disease than healthy individuals. Lifestyle change interventions that emphasize integrating physical activity into daily life have not been studied extensively in people with mental illness. The authors present the results of an initial feasibility study of a lifestyle modification program for individuals with serious mental illness. Thirty-nine individuals with depression or other serious mental illness were recruited from three different mental health facilities to attend an 18-week lifestyle intervention program promoting physical activity and healthy eating. At each session, participants discussed topics related to healthy lifestyle changes and participated in group walks. Data were collected at baseline, 6 weeks, and 18 weeks. The results demonstrated that individuals who have depression and other serious mental illnesses can participate in a lifestyle intervention program. Participants who attended the final follow-up session had lost weight over the course of the intervention. Study retention was a problem. However, the cost of this type of group-based lifestyle intervention was relatively low, so that such an intervention for this high-risk group may still be cost-effective.