Background Exercise is associated with major benefits in patients with rheumatic diseases for both cardiovascular and rheumatic status. However, information about exercise generally is not collected systematically in routine rheumatology care. A multidimensional health assessment questionnaire (MDHAQ), which was designed for busy clinical settings, includes a query about exercise status. We analyzed possible associations between change in MDHAQ exercise scores and other MDHAQ measures in patients with various rheumatic diseases over one year. Methods In one rheumatology clinical setting, all patients, regardless of diagnosis, complete an MDHAQ before seeing a rheumatologist. The MDHAQ includes scores for physical function, pain, and patient global estimate, compiled into an index, routine assessment of patient index data (RAPID3), as well as a self-report joint count and a query about exercise. Patients were classified into four groups according to their exercise status at baseline and one year later as: EXER-Yes (regular exercise), EXER-Yes; EXER-No (no regular exercise), EXER-Yes; EXER-Yes, EXER-No; and EXER-No, EXER-No. These groups were compared using the chi square and Kruskal-Wallis tests and analysis of variance (ANOVA). Results Patients who reported regular exercise at baseline were younger, had higher formal education, and better clinical status than other patients. The EXER-No, EXER-Yes group had greater improvement in other MDHAQ variables than patients in the other three groups. By contrast, the EXER-Yes, EXER-No group was the only group with poorer status one year later. Conclusions The MDHAQ exercise query indicates that regular exercise is associated with better clinical status. Patients in the EXER-No, EXER-Yes group reported the best clinical improvement, although it is not known whether exercise preceded or followed the improved clinical status.