INTRODUCTION:Context effects are described as effects of a given treatment, not directly caused by the treatment itself, but rather caused by the context in which treatment is delivered. Exercise is a recommended core treatment in clinical guidelines for musculoskeletal disorders. Although moderately effective overall, variation is seen in size of response to exercise across randomised controlled trial (RCT) studies. Part of this variation may be related to the fact that exercise interventions are performed in different physical environments, which may affect participants differently. The study aims to investigate the effect of exercising in a contextually enhanced physical environment for 8 weeks in people with knee or hip pain. METHODS AND ANALYSIS:The study is a double-blind RCT. Eligible participants are 35 years or older with persisting knee and/or hip pain for 3 months. Participants are randomised to one of three groups: (1) exercise in a contextually enhanced environment, (2) exercise in a standard environment and (3) waiting list. The contextually enhanced environment is located in a newly built facility, has large windows providing abundant daylight and overlooks a recreational park. The standard environment is in a basement, has artificial lighting and is marked by years of use; that is, resembling many clinical environments. The primary outcome is the participant's global perceived effect rated on a seven-point Likert scale after 8 weeks exercise. Patient-reported and objective secondary outcomes are included. ETHICS AND DISSEMINATION:The Regional Scientific Ethical Committee for Southern Denmark has approved the study. Study findings will be disseminated in peer-reviewed publications and presented at national and international conferences. TRIAL REGISTRATION NUMBER:NCT02043613.