We present an approach to health interventions based on the insight that throughout life, individuals construct intuitive theories to predict, explain, and determine how to act on the world. We propose that an intuitive theory-based approach may be useful for teaching adults about the body's biochemical response to exercise. The first step in using this approach is to document the theories that a target population brings to bear on a health domain. We therefore present what is to our knowledge the first investigation of adults' reasoning about exercise. Specifically, we explore how adults explain why exercise confers various benefits, how plausible adults find the physical, emotional, and cognitive benefits of exercise, and how contingent on weight loss adults believe such benefits to be. These findings lay the groundwork for constructing an intervention to motivate adults to exercise more.