Our research into the physical activity experiences of people with severe mental illness has led us to take seriously the social and cultural environment in which physical activity is delivered. In this study, through narrative methodology, we examine service user accounts of physical activity to illuminate the characteristics of physical activity groups that are experienced as positive, helpful, or beneficial. We present several qualities and show how effective leadership and coaching is central to these qualities being present. We conclude that it is not so much what activity is delivered, but how it is delivered that is critical for sustained participation and positive outcomes.