Urinary incontinence is common immediately after prostate surgery. Men are often advised to do pelvic-floor exercises, but evidence to support this is inconclusive. Our aim was to establish if formal one-to-one pelvic floor muscle training reduces incontinence. We undertook two randomised trials in men in the UK who were incontinent 6 weeks after radical prostatectomy (trial 1) or transurethral resection of the prostate (TURP; trial 2) to compare four sessions with a therapist over 3 months with standard care and lifestyle advice only. Randomisation was by remote computer allocation. Our primary endpoints, collected via postal questionnaires, were participants' reports of urinary incontinence and incremental cost per quality-adjusted life year (QALY) after 12 months. Group assignment was masked from outcome assessors, but this masking was not possible for participants or caregivers. We used intention-to-treat analyses to compare the primary outcome at 12 months. This study is registered, number ISRCTN87696430. In the intervention group in trial 1, the rate of urinary incontinence at 12 months (148  of 196) was not significantly different from the control group (151  of 195; absolute risk difference [RD] -1·9, 95 CI -10 to 6). In trial 2, the difference in the rate of urinary incontinence at 12 months (126  of 194) from the control group was not significant (125  of 203; RD 3·4, 95 CI -6 to 13). Adjusting for minimisation factors or doing treatment-received analyses did not change these results in either trial. No adverse effects were reported. In both trials, the intervention resulted in higher mean costs per patient (£180 and £209 respectively) but we did not identify evidence of an economically important difference in QALYs (0·002 [95 CI -0·027 to 0·023] and -0·00003 [-0·026 to 0·026]). In settings where information about pelvic-floor exercise is widely available, one-to-one conservative physical therapy for men who are incontinent after prostate surgery is unlikely to be effective or cost effective. The high rates of persisting incontinence after 12 months suggest a substantial unrecognised and unmet need for management in these men. National Institute of Health Research, Health Technology Assessment (NIHR HTA) Programme.