The purpose of this study was to examine the relationship of students’ perceptions of the motivational climate in their university exercise class to their body esteem (BE) and social physique anxiety (SPA). Students in physical activity classes at a Midwestern university completed a survey measuring their perceptions of the caring, task- and ego-involving features of the exercise class climate, BE (i.e., weight and appearance), and SPA. Canonical correlation analysis revealed one significant function for males and females. Loadings revealed males’ perceptions of a highly caring and task-involving climate with low emphasis on ego-involving climate features were associated with higher weight and appearance BE and lower SPA. Females were similar except the ego-involving climate did not significantly contribute to the model. Continued research may examine the link between motivational climate and BE, but mounting evidence suggests creating positive exercise environments is associated with participants’ adaptive responses, including BE and SPA.