The health benefits of physical activity are many and well known. Those hoping to promote public health are therefore understandably keen on encouraging physical exercise. This commentary considers the role of qualitative research in this undertaking, given a context in which medical researchers have more commonly taken a quantitative approach to the motivations that are thought to underpin exercise. Our core argument is that studies concerned with how particular environments are inhabited by particular groups of exercisers could play a more central part in public health promotion. In making this case, and by way of an introduction to this Health and Place special issue, we present a series of statements that we think could usefully guide the further development of this work. Specifically, we argue for further attention to: the ways in which different material settings play into the exercise experience; how many of the exercise practices that we may hope to understand sit rather uneasily with the idea of sport; the subtleties of how sociality features in contemporary exercise practices; the physical pleasures that come from exercise; and how exercise practices are both acquired by individuals and evolve as a whole. In so doing, the aim is to encourage relevant researchers to engage more directly in conversation with health promoters instead of either being indifferent to, or critical of, them.