The study purposes were to examine: (a) the determinants of exercise intention and past exercise behavior (PEB) using the theories of reasoned action and planned behavior, and (b) the moderating influences of sex and exercise group (meeting or not meeting exercise guidelines). Participants (n = 676 adolescents) completed self-reported measures of their exercise attitude, subjective norm, perceived behavioral control (PBC), intention, and PEB. We found that attitude, subjective norm, and PBC explained 55% of the variance in intention, and intention and PBC explained 51% of the variance in PEB. While we found sex and exercise group differences across the study measures, we did not find evidence of significant moderation. Thus, the theory constructs predicted intention and PEB similarly across sex and exercise groups. (Contains 5 tables.)