Female family caregivers (FFCs) constitute one of the basic supports of socio-health care for dependence in developed countries. The care provided by FFCs may impact their physical and mental health, negatively affecting their quality of life. In order to alleviate the consequences of providing care on FFCs, the Spanish Public Health System has developed the family caregiver care programme (FCCP) to be applied in primary care (PC) centres. The effectiveness of this programme is limited. To date, the addition of a physical therapeutic exercise (PTE) programme to FCCP has not been evaluated. A randomised multicentre clinical trial was carried out in two PC centres of the Spanish Public Health System. In total, 68 FFCs were recruited. The experimental group (EG) performed the usual FCCP (4 sessions, 6 h) added to a PTE programme (36 sessions in 12 weeks) whereas the control group performed the usual FCCP performed in PC. The experimental treatment improved quality of life (d = 1.17 in physical component summary), subjective burden (d = 2.38), anxiety (d = 1.52), depression (d = 1.37) and health-related physical condition (d = 2.44 in endurance). Differences between the groups ( p < 0.05) were clinically relevant in favour of the EG. The experimental treatment generates high levels of satisfaction.