Students' prior knowledge has been identified to play an important role in the learning process through conceptual change. In physical education, positive changes in students' lifestyles may come from changes in their conceptual understanding. In this study 45 third grade students (mean age = 8.54 years) were interviewed during their regular physical education class to examine their mental models and naïve theories of blood circulation related to exercise. Results revealed one initial mental model (when you exercise, your blood goes everywhere in your body) and three synthetic mental models. These mental models were generated under the constraint of a naïve framework theory. Results are discussed in relation to: (a) the nature of gradual growth of students' mental models through enrichment, (b) children's prior experience of the physical world and their subsequent explanations of physiological changes related to exercise, and (c) physical education as a domain-specific knowledge.