Regular exercise is a healthy behavior associated with desirable benefits. Regular exercise also makes manifest 2 fundamental behaviors—a choice and the discipline to continuously act on that choice. This cross-sectional analysis of more than 10 000 adults examines the association of regular exercise with unhealthy behaviors. Compared with people who are more regularly exercising, nonexercisers are less likely to choose to change an unhealthy habit. Nonexercisers are also much less likely to be confident of their success when they do choose a habit to change. Regular exercise seems to be a gateway behavior for reducing other unhealthy habits.