To gain a better understanding of why some people engage in regular leisure-time physical exercise while others remain sedentary, the Multidimensional Health Locus of Control scale was distributed to 123 younger joggers and 93 nonexercisers. Analysis of the responses indicated that the joggers scored significantly higher on the internal subscale than did the nonexercisers. No significant differences were found on the Chance and Powerful Others subscales. The disparity of these results from those of other studies of the relationship between locus of control and exercise suggest that an exercise specific locus of control scale needs to be developed. The confound of age with exercise and locus of control requires clarification.