The associations of personality and self-report emotional intelligence (EI) with attitudes to exercise and self-reported exercise behaviour were investigated in a sample of 497 Canadian undergraduates. A positive attitude to exercise was negatively associated with Neuroticism and uncorrelated with other personality traits and EI. Exercise behaviour was positively associated with Extraversion and EI and negatively associated with Neuroticism. Structural equation modelling indicated that EI mediated the relationship between personality and exercise behaviour. The interpretation of this result in terms of EI having some properties of a coping style is discussed.