This research extends previous work by demonstrating how the relationships between social cognition and exercise are influenced by different personality types. The theory of planned behaviour forms the basis of our theoretical model, and the Big Five personality framework was used to determine personality types. Data were collected from a quota sample of 512 Malaysian adults. The results suggest that an individual s personality can prevent him or her from exercising. For example, an extrovert is likely to be driven by affect and self-confidence in their capability to exercise, and thus are more likely to participate in exercise. Those who are more conscientious (and less neurotic) feel more in control and thus possess a greater ability to exercise in comparison with their less conscientious and more neurotic counterparts. Our findings demonstrate the importance of considering personality factors in exercise research and caution us about underestimating the relationship between perceived control, attitude and its potential behavioural outcomes that could lead to a misinterpretation of its true impact. Our core contribution lies in identifying the underlying causes of social cognition differences in a moderating capacity, which has potential to yield important theoretical and practical implications. This study sets the ground for social marketers to improve their understanding of exercise behaviour and, in turn, consumer welfare. Ultimately, they could be in a better position to develop effective health intervention and educational programmes.