The present study investigated self-reported exercise behaviors and exercise-related attitudes in a sample (N = 105) of adults in treatment for alcohol use disorders (AUD) (abuse or dependence). Slightly less than half (47%) of participants reported engaging in regular physical exercise (3 times per week or more). Level of alcohol dependence was not significantly associated with level of physical exercise activity. Level of nicotine dependence was significantly and negatively associated with physical activity level. Nicotine dependence and level of depressive symptoms were both significantly negatively associated with self-efficacy for physical exercise (SPE). Exercise self-efficacy mediated the relationship between nicotine dependence and physical activity level. Tension and stress reduction were among the most strongly endorsed of the perceived benefits of physical activity. Other perceived benefits included more positive outlook and increased self-esteem. Financial costs associated with exercise, lack of motivation, and time constraints were among the most common perceived barriers to exercise in this sample. Together, these preliminary data indicate that exercise-based interventions are may be well-received by those early in recovery from AUDs.