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The purpose of this study was to examine the relationship between physical exercise and self-esteem in breast cancer survivors using Sonstroem and Morgan’s (1989) exercise and self-esteem model (EXSEM). Participants were 64 women from four breast cancer support groups. Each participant completed a battery of self-administered questionnaires that assessed exercise participation, physical competence, physical acceptance, and global self-esteem. Pearson correlation analyses demonstrated that physical acceptance, physical competence, and exercise participation each had significant zero-order relationships with global self-esteem. Multiple regression analysis determined that these three constructs together explained 46% of the variance in global self-esteem. Consistent with hypotheses, path analysis showed that the significant relationship between exercise participation and global self-esteem was mediated entirely by physical competence. It was concluded that the EXSEM may be a viable framework for examining the mechanisms by which physical exercise may influence self-esteem in breast cancer survivors.