Preliminary analysis revealed the extraversion and conscientiousness facet-level traits of activity and self-discipline respectively were independent predictors of exercise behavior. An integrated structural model with both facet-level traits revealed that 46% of the variance in exercise behavior and 70% of the variance in intention was explained. Significant indirect effects of activity and self-discipline and the TPB constructs of affective attitude, instrumental attitude, and subjective norm, on exercise behavior through intention and perceived behavioral control were also observed. Finally, the anxiety facet trait of neuroticism significantly moderated the intention–behavior relationship.