Although personal determinants of exercise behavior have been studied extensively, few investigators have examined the influence of the physical environment on exercise habits. A random sample of 2,053 residents of San Diego, CA, were surveyed regarding exercise habits and other variables. A total of 385 exercise facilities in San Diego were classified into categories of either free or pay. After the addresses of respondents and facilities were located on a grid-map and coded, the density of exercise facilities around each respondent's home address was computed. Subjects who reported engaging in three or more exercise sessions per week reported a statistically greater density of pay facilities near their homes than did those who reported no exercise sessions, after controlling for age, education, and income. The finding suggests an association between proximity of exercise facilities and frequency of exercise.