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OBJECTIVES An individualized, multicomponent exercise program is effective to reverse the functional and cognitive decline that frequently occur during acute care hospitalization in older patients. The aim was to determine whether improvements in cognition mediate improvements in physical function in acutely hospitalized older patients. DESIGN A single-center, single-blind randomized clinical trial. SETTING AND PARTICIPANTS Acute care for elderly (ACE) unit in a tertiary public hospital in Navarre (Spain). Hospitalized patients were randomly assigned to an exercise intervention (n = 185) or usual-care group (n = 185). The intervention consisted of a multicomponent exercise-training program performed during 5 to 7 consecutive days (2 sessions/day). The usual-care group received habitual hospital care, which included physical rehabilitation when needed. MEASURES The main endpoints were changes in cognitive function assessed by the Mini-Mental State Examination test and verbal fluency ability, and changes in physical performance by the Short Physical Performance Battery from baseline to discharge. Mediation regression models were generated using ordinary least squares with the PROCESS version 3.2 to determine links between exercise-induced improvements. RESULTS Mediation regression model analysis indicated a significant and direct beneficial effect of physical exercise on physical function (β = 2.14; P < .0001), and a significant indirect effect of global cognitive function on the direct effect (indirect effect = 0.26; 0.10 to 0.49). Verbal fluency ability also had an indirect effect (0.32; 0.16 to 0.53) on the positive effect of exercise-training on physical function. CONCLUSIONS AND IMPLICATIONS Cognitive function enhancements mediate physical function improvements in acutely hospitalized older adults after an individualized, multicomponent exercise-training program. ClinicalTrials.gov registration (NCT02300896).