OBJECTIVE: To evaluate the effect of three types of exercise intervention in patients with patellofemoral pain and to verify the contributions of each intervention to pain control, function, and lower extremity kinematics. METHODS: A randomized controlled, single-blinded trial was conducted. Forty women with patellofemoral pain were randomly allocated into four groups: hip exercises, quadriceps exercises, stretching exercises and a control group (no intervention). Pain (using a visual analog scale), function (using the Anterior Knee Pain Scale), hip and quadriceps strength (using a handheld isometric dynamometer) and measuring lower limb kinematics during step up and down activities were evaluated at baseline and 8 weeks post intervention. RESULTS: All treatment groups showed significant improvements on pain and Anterior Knee Pain Scale after intervention with no statistically significant differences between groups except when compared to the control group. Only hip and quadriceps groups demonstrated improvements in muscle strength and knee valgus angle during the step activities. CONCLUSION: Hip strengthening exercises were not more effective for pain relief and function compared to quadriceps or stretching exercises in females with patellofemoral pain. Only hip and quadriceps groups were able to decrease the incidence of dynamic valgus during step-down activity. This study was approved by Brazilian Clinical Trials Registry registration number: RBR-6tc7mj (http://www.ensaiosclinicos.gov.br/rg/RBR-6tc7mj/).