Unfit individuals exercise less than fit individuals. Such differences in exercise may be due, in part, to perceptual judgments that impact feasibility appraisals. We tested whether distances during physical tasks seem shorter to fit individuals and whether perceived proximity strengthens beliefs that it is possible accomplish the exercise. We gathered self-reports (Studies 1a, 1b, and 2) and objective indicators (Study 3) of fitness. Participants judged a distance they might walk and reported the feasibility of walking there. Results suggest that fit individuals judge distances as shorter than do unfit individuals (Studies 1a, 1b, 2, and 3) only when they consider the task important (Study 2). However, when unfit individuals attend narrowly to the target, perceptual judgments converge with those of fit individuals (Study 3). It is important to note that feasibility appraisals facilitated goal-directed action as assessed by walking speed and perceived exertion (Studies 2, 3). We discuss implications of proximity judgments for the regulation of exercise among individuals struggling to meet health goals.