Regular physical exercise is a widely accepted means of reducing mortality and improving a number of health outcomes, which is also efficacious in the treatment of obesity. Unfortunately, despite the evidence of favourable short- and long-term effects, the results seem to be affected by a lack of adherence, particularly over the long term. It is very important to evaluate and predict good adherence in order to be able to assess the real efficacy of physical activity in the treatment of various diseases. In this paper, we describe most of the psychological models used to evaluate such adherence, and investigate the physiological and psychological bases of physical activity, the most suitable type of exercise for obese patients and some useful strategies for ensuring long-term adherence.