The purpose of this study was to provide initial construct validity evidence for scores derived from the Psychological Need Satisfaction in Exercise (PNSE) scale, a multidimensional instrument designed to measure perceived psychological need satisfaction in line with Deci and Ryanʼs (1985, 2002) self-determination theory (SDT). Participants in two studies (n1 = 426; n2 = 581) completed the PNSE along with proxy measures of need satisfaction. The results of an exploratory factor analysis in Study 1 supported the retention of a 3-factor measurement model underpinning PNSE responses. Confirmatory factor analysis conducted in Study 2 corroborated the tenability of the 3-factor measurement model in males and females and indicated partial support for invariance of PNSE scores across gender. Additionally, the scores on both the PNSE-Competence and PNSE-Relatedness subscales displayed a pattern of convergence with proxy measures. High internal consistency estimates (Cronbach α > 0.90) were observed for all PNSE subscale scores, and participants in both studies reported high levels of need satisfaction in exercise contexts. Overall, the findings suggest that the PNSE displays a number of psychometric characteristics that render the instrument useful for examining psychological need satisfaction in exercise contexts.