A recent study suggests that habits play a mediating role in the association between trait self-control and eating behavior, supporting a notion of effortless processes in trait self-control (Adriaanse et al., 2014). We conceptually replicated this research in the area of exercise behavior, hypothesizing that these associations would generalize to other self-control related behaviors. Sufficient exercise is essential for several health and well-being outcomes, and therefore many people intend to exercise. However, the majority of the population does not actually exercise to a sufficient or intended extent, due to competing temptations and short-term goals. This conflict makes exercise a typical example of a self-control dilemma. A within-subjects survey study was conducted to test associations between trait self-control, habit strength, and exercise behavior. Participants were recruited at a local gym. Results demonstrated that trait self-control predicted exercise behavior. Mediation analysis revealed that the association between self-control and exercise was mediated by stronger exercise habits, replicating findings by Adriaanse et al. (2014). These results highlight the relevance of self-control in the domain of exercise. In addition, they add to a growing body of knowledge on the underlying mechanisms of trait self-control on behavior that point to habit-rather than effortful impulse inhibition-as a potential key to self-control success.