Twenty-nine healthy women's coping responses to situations interfering with planned exercise and subsequent patterns of relapse were evaluated. Participants adopted exercise without formal intervention; their activity was monitored prospectively for 14 weeks. Cardiovascular fitness was assessed at baseline, 3 months, and 9 months. At 1-week exercise activity lapse was experienced by 66% of participants, and 41% experienced a 3-week relapse episode. Relapsers initially reported significantly fewer behavioral and cognitive coping strategies in response to high-risk situations compared with nonrelapsers, controlling for baseline level of self-motivation. Coping responses also predicted short-term fitness. These data demonstrate the importance of coping or problem-solving ability in exercise and suggest that relapse may result from ineffective coping with exercise barriers.