The goals of this study were to test whether exercise-related stimuli can elicit automatic evaluative responses and whether automatic evaluations reflect exercise setting preference in highly active exercisers. An adapted version of the Affect Misattribution Procedure was employed. Seventy-two highly active exercisers (26 years ± 9.03; 43% female) were subliminally primed (7 ms) with pictures depicting typical fitness center scenarios or gray rectangles (control primes). After each prime, participants consciously evaluated the “pleasantness” of a Chinese symbol. Controlled evaluations were measured with a questionnaire and were more positive in participants who regularly visited fitness centers than in those who reported avoiding this exercise setting. Only center exercisers gave automatic positive evaluations of the fitness center setting (partial eta squared = .08). It is proposed that a subliminal Affect Misattribution Procedure paradigm can detect automatic evaluations to exercising and that, in highly active exercisers, these evaluations play a role in decisions about the exercise setting rather than the amounts of physical exercise. Findings are interpreted in terms of a dual systems theory of social information processing and behavior.