The importance of exercise for health and long-term weight management is now well-established. However, the critical challenge is facilitating increased physical activity in the large sector of young to middle-aged adults who are sedentary and already overweight. The psychology of exercise initiation and adherence in the overweight is seriously under-researched. However, it is possible to infer findings from the general population and from other health behaviours to develop effective exercise promotion strategies. Motivation and barriers to exercise, exercise-related beliefs, attitudes, and self-efficacy, and the formulation of self-perceptions and identity towards exercise need to be considered in interventions and campaigns to capture the interests of the general public. Readiness to change and behaviour change strategies need to be considered and incorporated into social support structures to facilitate individual behaviour change. This could be delivered through community, workplace and primary health care settings.