Exercise has been shown to have numerous health benefits including reductions in anxiety. Despite the known benefits of exercise, few people actually engaged in the recommended level of health activity. One major reason people report for their failure to exercise is a lack of time. The aims in this study were to determine 1) whether or not exercisers do report lower levels of anxiety than non-exercisers, 2) if non-exercisers have less discretionary time than exercisers and 3) to compare exercisers and non-exercisers on their time structure. One hundred and thirty-one volunteers (70% females) provided information on their typical exercise behavior, completed the anxiety subscale of the Profile of Mood States, and the Time Structure Questionnaire. Results indicate a tendency for non-exercising females to report higher scores on anxiety than all other participants, that exercisers were more focused on task completion, and that there is no difference in the discretionary time of exercisers and non-exercisers thus challenging the myth that lack of time prevents people from exercising. These results are discussed in terms of future programs.