Using 1,004 subjects enrolled in a worksite health promotion program, this report evaluated the validity of a single question about participation in regular exercise. Measured at baseline, this one question had a significant age-adjusted association with body mass index (p less than 0.0001 in women and p = 0.001 in men), HDL cholesterol (p less than 0.0001 in women), and oxygen capacity (p = 0.0007 in women and p = 0.002 in men). Thus, one self-reported question can provide useful information about who is and who is not participating in regular exercise. The potential validity of a single exercise question is particularly relevant in complex epidemiologic studies where lengthy questionnaires highlight the importance of brief instruments.