OBJECTIVE: To examine whether--and why--people underestimate how much they enjoy exercise. DESIGN: Across four studies, 279 adults predicted how much they would enjoy exercising, or reported their actual feelings after exercising. MAIN OUTCOME MEASURES: Main outcome measures were predicted and actual enjoyment ratings of exercise routines, as well as intention to exercise. RESULTS: Participants significantly underestimated how much they would enjoy exercising; this affective forecasting bias emerged consistently for group and individual exercise, and moderate and challenging workouts spanning a wide range of forms, from yoga and Pilates to aerobic exercise and weight training (Studies 1 and 2). We argue that this bias stems largely from forecasting myopia, whereby people place disproportionate weight on the beginning of a workout, which is typically unpleasant. We demonstrate that forecasting myopia can be harnessed (Study 3) or overcome (Study 4), thereby increasing expected enjoyment of exercise. Finally, Study 4 provides evidence for a mediational model, in which improving people's expected enjoyment of exercise leads to increased intention to exercise. CONCLUSION: People underestimate how much they enjoy exercise because of a myopic focus on the unpleasant beginning of exercise, but this tendency can be harnessed or overcome, potentially increasing intention to exercise.