Background. A sedentary lifestyle remains a major threat to health in contemporary societies. To get more insight in the relative contribution of genetic and environmental influences on individual differences in exercise participation, twin samples from seven countries participating in the GenomEUtwin project were used. Methodology. Self-reported data on leisure time exercise behavior from Australia, Denmark, Finland, Norway, the Netherlands, Sweden and United Kingdom were used to create a comparable index of exercise participation in each country (60 minutes weekly at a minimum intensity of four metabolic equivalents). Principal Findings. Modest geographical variation in exercise participation was revealed in 85,198 subjects, aged 19-40 years. Modeling of monozygotic and dizygotic twin resemblance showed that genetic effects play an important role in explaining individual differences in exercise participation in each country. Shared environmental effects played no role except for Norwegian males. Heritability of exercise participation in males and females was similar and ranged from 48% to 71% (excluding Norwegian males). Conclusions. Genetic variation is important in individual exercise behavior and may involve genes influencing the acute mood effects of exercise, high exercise ability, high weight loss ability, and personality. This collaborative study suggests that attempts to find genes influencing exercise participation can pool exercise data across multiple countries and different instruments. © 2006 Stubbe et al.