Exercising prevents the development of coronary artery disease and reduces the incidence of cardiovascular risk factors; however, the mechanisms that underlie participation in an exercise program are not well understood. On the basis of theories of the self, we hypothesized that exercise self-definitions would be significantly related to exercise participation and that such definitions would increase over time. The study sample consisted of 192 middle-aged to older women who were leading a mostly sedentary life and the majority had at least one cardiovascular risk factor. Exercise participation was defined as the number of exercise sessions completed at 8 and 24 weeks. We found an interesting pattern of significant relationships between exercise definitions and exercise participation. Six-month scores were significantly higher than baseline scores, suggesting that exercise self-definitions strengthened over time. If this result is found to be supported in future studies, nurses may want to consider assessing self-definitions when helping patients initiate and maintain an exercise program.