Background: Hypertension is a major risk factor for cardiovascular disease, and aerobic exercise is recommended as complementary therapy for its management. This study aimed to evaluate the effects of a supervised aerobic exercise program on weight loss, functional capacity, quality of life (QoL), and depression in patients with essential hypertension. Methods: A nonrandomized controlled trial with patient preference allocation was conducted. The participants were assigned to either a supervised aerobic exercise group (n = 91) or a control group (n = 47). The exercise group underwent a six-week supervised aerobic training program (five sessions per week), while the control group maintained their usual lifestyle. Outcome measures, including resting blood pressure, weight, body mass index (BMI), lipid profile, functional capacity (6-minute walk test, 6 MWT), QoL (SF-36), and depression level (Beck Depression Inventory, BDI), were assessed at baseline and after six weeks. Results: The supervised aerobic exercise group showed significant improvements in the 6 MWT distance, SF-36 subscales (physical function, role physical, vitality, role emotional, and mental health), and reductions in resting systolic blood pressure, weight, BMI, and BDI scores compared to the control group (p < 0.05). Within-group comparisons further confirmed significant improvements in physical and mental health measures post-intervention (P < 0.01). Conclusions: A 6-week supervised aerobic exercise program significantly enhanced functional capacity, QoL, and mental health in patients with hypertension. These findings support supervised aerobic exercise as an effective complementary therapy for hypertension, promoting both physical and mental well-being with no reported adverse effects.