The purpose of this study was to investigate how scores on the Physical Self-Perception Profile (PSPP), including scores on the Perceived Importance Profile (PIP), were related to self-reported exercise frequency, duration, and gender in sample of Swedish university students. A total of 164 participants completed the PSPP, PIP, and a questionnaire focusing on frequency and duration of exercise. Exercise frequency, duration, and gender predicted best the PSPP sub-domains of Sport Competence and Physical Conditioning. Exercising more frequently, and for a longer time on each occasion was associated with higher PSPP and PIP scores. Women generally displayed lower PSPP scores than men. These results suggest that exercise professionals need to master a range of appropriate exercise strategies, since doubts concerning self-presentation may work against establishing a regular exercise routine.