Objective: The main aim of this pilot study was to examine the effect of diaphragmatic breathing exercise on urinary incontinence treatment. The secondary purpose was to compare the effect of pelvic floor muscle exercises and diaphragmatic breathing exercises on urinary incontinence women. Design: Participants were randomized into two groups: pelvic floor muscle exercises (Group PFM n = 20) and diaphragmatic breathing exercises (Group DB n = 20). Exercise programs consisted of 1 set of contractions per day and each set included 30 repetitions for 6 weeks. Women were asked to complete forms of Incontinence Impact Questionnaire (IIQ-7) and the Urogenital Distress Inventory (UDI-6), Incontinence Quality of Life (I-QOL), and Overactive Bladder (OAB-V3) before starting the program and again at the end of the 6-week program. Results: IIQ-7, I-QOL, and OAB-V3 scores significantly improved in both groups, after exercises. There were no difference between groups in the post-exercise scores. Total score of the UDI-6 was statistically significantly decreased higher in the DB exercises group. UDI-6 Urge Symptoms decreased statistically significantly only in the DB exercises group. Even though there was a decrease in the PFM group, but it was not significant. Conclusion: Diaphragmatic breathing exercises may be an alternative to pelvic floor muscle exercises in the treatment of urinary incontinence. ClinicalTrials.gov ID: NCT04991675.