\documentclass{book}
\usepackage[thmmarks,framed,amsthm]{ntheorem}

\usepackage{xepersian}
\settextfont{Parisa}

\newtheoremstyle{mydef}
{\topsep}{\topsep}%
{}{}%
{\bfseries}{}
{\newline}
{
%   \rule{\textwidth}{0.4pt}\\*%
  %\thmname{#1}~\thmnumber{#2}\thmnote{\ -\ #3}.\\*[-1.5ex]%
  %\rule{\textwidth}{0.4pt}
}%

\theoremstyle{mydef}
\newtheorem{tamr}{تمرین}

\begin{document}

\begin{tamr}
مثال
\end{tamr}

\end{document}