According to the department, the yoga classes will "help incarcerated individuals on their path to self-discovery, healing, and ultimately into living differently."
Officials said other prisons systems are using yoga classes as a method for increasing inmate and public safety and for lowering rates of recidivism rates.
"There is substantial research suggesting that yoga and mindfulness programming, in conjunction with the methods already in place by Corrections, would help NMCD in its efforts to reach its central goal of recidivism reduction," the department said in a report outlining its new inmate programs.
The yoga program was introduced at Central New Mexico Correctional Facility last month.
"We understand that this proposal may raise some eyebrows at first, primarily because yoga could seem as an unconventional approach to rehabilitation," the department said. "It is important to understand, however, that prisons around the United States and around the globe have recently been embracing yoga classes as a method for increasing inmate and public safety."
California offers yoga classes for inmates and a program at the state's San Quentin State Prison has offered some form of yoga training since 2002.
James Fox of the Prison Yoga Project, a program that began in California, also brought yoga classes to a prison in Tennessee.
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