Adherence to exercise is a crucial aspect of behavioral changes related to exercise. However, current models fail to predict behavioral change, and exercise programs struggle to foster adherence. In this Current Opinion article, we defined adherence as a process linking behavior and attitude. More specifically, exercise adherence is the process by which people’s behaviors conform to their attitudes and vice versa. Behavioral change theories should be able to predict changes, transformations, and modifications of behaviors; however, this is not currently the case. Prediction models of behavior are mainly focused on how to predict behavioral changes by affecting attitudes; however, these models have not considered the target behavior as a facilitator of adherence. Herein, a behavioral perspective is considered in three directions: first, exercise is a therapeutic modality that has the potential to improve motivation; second, chronic exercise helps sustain effort over time and increase executive functions and willpower; and third, exercise is an active behavior that has the potential to facilitate attitude change.