Over the past half-century, the value of exercise for humans has significantly risen, and we propose that this value will be sustained for population health in the coming decades. This is primarily due to the observation that, for most individuals, exercise is not inherently pleasurable. This common affective response is a key factor causing the discrepancy between recognizing exercise’s health benefits and engaging in regular physical activity. Researchers using experience sampling methods (e.g., ecological momentary assessment) can measure affect at predetermined intervals (time-based) or during specific events (event-based). Event-based measurement is suited for studying the impact of affective responses to exercise on physical activity (integral affect), while time-based measurement is appropriate for examining the effects of physical activity on overall affect over time, and vice versa. Within this affective and evolutionary context, we discuss strategies to promote exercise adherence.