Physical exercise when done excessively may have negative consequences on physical and psychological wellbeing. There exist many scales to measure this phenomenon. The purpose of this article is to create a scale measuring the problematic practice of physical exercise (PPPE Scale) by combining two assessment tools already existing in the field of exercise dependency but anchored in different approaches (EDS-R and EDQ). This research consists of three studies carried out on three independent sample populations. The first study (N = 341) tested the construct validity (exploratory factor analysis); the second study (N = 195) tested the structural validity (confirmatory factor analysis) and the third study (N = 104) tested the convergent validity (correlations) of the preliminary version of the PPPE scale. Exploratory factor analysis identified six distinct dimensions associated with exercise dependency. Furthermore, confirmatory factor analysis validated a second order model consisting of 25 items with six dimensions and four sub-dimensions. The convergent validity of this scale with other constructs (GLTEQ, EAT26, and The Big Five Inventory [BFI]) is satisfactory. The preliminary version of the PPPE must be administered to a large population to refine its psychometric properties and develop scoring norms.