Based on data from the 2021 Chinese General Social Survey (CGSS), this study investigates the impact of digital lifestyles on the frequency of physical exercise among women in China. The results show that digital lifestyles significantly promote women’s participation in physical exercise, particularly among urban women and those with higher education backgrounds. Further heterogeneity analysis reveals that the impact of digital lifestyles varies significantly across different social groups (e.g., household registration, urban-rural classification, and economic zones). The effect of digital tools on enhancing exercise frequency is especially notable among women in the eastern region and those with non-agricultural household registrations. These findings provide crucial empirical evidence for policymakers on how to promote women’s physical exercise through bridging the digital divide, strengthening social support networks, and formulating differentiated policies.