This study was aimed at identifying the genomic loci linked to exercise participation in males and females. Cross-sectional exercise data of twins and siblings (18-50 years) were used from the Netherlands Twin Registry. The sample consisted of 1432 genotyped sibling pairs from 622 families (1120 sibling pairs were genotyped on all chromosomes). Exercise participation (no/yes, based on a cutoff criterion of four metabolic equivalents and 60 min weekly) was assessed by survey. Genotyping was based on 361 markers and an average marker density of 10.6 cM. Identical by descent status was estimated for a 1 cM grid. A variance components-based sex-limited linkage scan was carried out for exercise participation. The heritability of exercise participation in males was 68.5% and in females 46.3%. The genetic overlap was estimated at 0.32, indicating that partly different genes affect exercise in the two sexes. Suggestive linkage was found in all subjects on chromosome 19p13.3 (LOD=2.18). Although sex differences in linkage effect were not significant, mainly females contributed to the suggestive linkage. The 19p13.3-13.2 region harbors a number of genes related to muscle performance and muscle blood flow, which might affect exercise behavior through exercise ability. Most likely, a large number of genes with each small effects affect exercise participation in males and females. Large collaborative samples are needed to detect these effects.