Background: Psychiatric ill-health is common in prison inmate populations. Correctional facilities have mandatory treatment programs aimed to change destructive behaviours and strengthen self-control in order to rehabilitate prison inmates. It has been shown that yoga in correctional settings has a positive effect on risk factors associated with criminal recidivism. Aims: The current study aimed to evaluate the effect of 10 weeks yoga practice in inmates mental health profile conceptualized in the form of psychological distress. Methods: Voluntary participants (152 inmates; 19 women and 133 men) were randomly appointed to participate in a weekly 90 minutes yoga class (yoga group) or to exercise free of choice physical activity weekly also at least 90 minutes (control group), during a 10 weeks study period. Before they started the study and after 10 weeks of interventions they have completed a battery of self-reported inventories, including the Brief Symptom Inventory (BSI). Non-parametric statistical analyses, Wilcoxon sign ranked test (for within-group changes) and Mann-Whitney U-test (for between group analyses) were used. Results: Physical activity (including yoga) significantly alleviated the level of psychological distress in inmates. Yoga practice resulted in significant alleviation in all primary symptom dimensions and had a significant effect in obsessive compulsive, paranoid ideation, and somatization symptom dimensions of BSI even when compared to the changes measured in the control group. Conclusions: Yoga as a form of physical activity is effectively reducing psychological distress levels in inmates, with specific effect on symptoms of fear of losing autonomy (paranoid ideation domain of BSI) memory problems, and difficulty in making decisions, trouble concentrating, obsessive thought symptoms (obsessive-compulsive domain of BSI) and perception of bodily dysfunctions (somatization domain of BSI).