There is a paucity of research that explores how people change without the assistance of psychotherapy. This exploratory investigation aims to make a contribution to the counselling psychology knowledge-base about the experience of psychological change without psychotherapy, and to the scant psychological knowledge-base about teacher-led structured exercise. The dissertation develops an in-depth account of eight people's meaning-making of experiences of transformation with teacher-led Pilates. Semi-structured interviews and the resultant transcripts are analysed using interpretative phenomenological analysis. The idiographic sensibility of this approach is represented using poetic condensations of individual participant's interviews. Two themes emerged from the cross-case analysis: 'weekly teacher-led Pilates classes can provide opportunities for valued interactional experiences' and 'weekly teacher-led Pilates classes can provide an invaluable arena/or transformation' . The discussion considers the characteristics of the contributors to this investigation in relation to available descriptive characteristics of people who use and participate in surveys or research about physical exercise, complementary and alternative medicine, and psychotherapy. The cross-case findings are contextualised with interactional theories, namely social psychological climate theory, attachment theory, and an embodied social cognition perspective that develops the work of phenomenological thinkers. The findings offer unexpected insights that seem to problematise key assumptions that underpin empirical psychology, psychotherapy and Pilates. The thesis draws out specific implications for the knowledge-base on which counselling psychology bases its practice