Engaging in regular exercise has multiple health benefits--for example, physical (Anshel, 2003; Penedo & Dahn 2005); mental (Stathopoulou, Powers, Berry, Smits, & Otto, 2006); emotional (Berger Pargman, & Weinberg, 2002); and social (Anshel, Reeves, & Roth, 2003; Dishman, 1994; Lox, Martin, & Petruzzello, 2003). Unfortunately, there are as many barriers to people exercising (e.g., time, cost, and accessibility) as there are benefits. Consequently, approximately two-thirds of individuals living within the United States do not engage in regular exercise (i.e., 3 days per week for at least 45 minutes; CDC, 2006). Multiple interventions have been implemented to help individuals initiate regular exercise (e.g., psychotherapy, physicians, and community programs), but none of them review how an individual alters his or her thoughts about exercise that could lead to initiation. Addressing an individual's beliefs about engaging in regular exercise will add to the understanding of how modifying thoughts can help lead to initiation. The purpose of the current study was to monitor the use of Rational Emotive Behavior Therapy (REBT)-style interviews to help three male participants who have had difficulties beginning and sustaining regular exercise explore their thoughts about exercise and potentially begin an exercise routine. In this dissertation, a comprehensive background is provided, outlining and explaining definitions affiliated with REBT, exercise, and mental health. Then a thorough literature review is provided, which outlines previous research on exercise interventions. In response to the specific research questions posed, the results of the current study indicate that using a variety of active directive REBT style interviews helped three men modify their beliefs about exercise and consequently improve their motivation to routinely engage in the behavior. Finally, limitations, implications, and directions for future research and practice are provided.