The role of motives (what people want) has become a cornerstone of exercise participation research. The role of gains (what people get from exercise), on the other hand, has been largely overlooked. The aim of this thesis was to examine the nature and role of gains in exercise behaviour. In Chapter 2, people’s personal experiences of exercise were qualitatively explored, particularly with regard to their motives and what they did or did not gain from it. Primarily active participants described a multiplicity of motives and gains that were experiential, and positive past experiences, whereas primarily inactive participants described a narrow range of motives and gains that were instrumental, and negative past experiences. Accounts suggested that gains themselves are motivating and people naturally appreciate them. In Chapter 3, a measure of exercise gains was developed to complement an existing measure of motives. The exercise motives and gains inventory (EMGI) was used to quantitatively assess gains and their relationship with motives. In Chapter 4, the concept of gains was applied to an intervention. The measure developed in study 1 was utilised as a means to reflect on gains. No significant effects of the intervention were found, but autonomous motivation increased significantly in both groups. Suggestions are made for future research and efforts in implementing gains in supporting autonomous motivation. The work presented in this thesis demonstrates that gains can be measured, that gains are distinguished from motives, that people are aware of them, and that gains have the potential to shape exercise experiences and habits. Gains currently have potential uses through being incorporated into existing means of supporting health behaviour change, such as motivational interviewing.