The sexual response is a form of exercise which has strong biological and evolutionary components. Few studies have focused upon sexual behaviour as exercise and the reasons for this are considered. Current information and leads for future study come from animal research. Some historical precursors to modern sex researchers did more to mislead than to advance knowledge but Kinsey and Masters & Johnson set the stage for modern knowledge and applications. There are parallels between the orgasmic response and exercise. Physiological bases of the sexual response help to explain individual differences in sexual behaviour and the well-being that often accompanies states of passionate love, addiction and exercise. Studies suggest that sexual activity is associated with well-being and longevity, yet many health and exercise professionals fail to take account of sexual activity in advancing exercise programmes and executing studies; that is, the so-called Ostrich Effect persists. Investigators need to separate the passionate love stage of relationships which are biologically based and last 3 to 4 years from the later stages of long term committed partnerships in which sexual activity continues as a form of exercise, competence expression and fun.