Unemployment or being at-risk of unemployment is a health risk factor. Back Onside is a physical activity programme run in Bradford (UK) by the Bradford Bulls Foundation. It is aimed at improving the mental and physical health and wellbeing of adults who are unemployed or at-risk of unemployment. The programme is delivered in a relaxed and sociable environment to help build a positive mindset towards physical activity. We conducted semistructured interviews with participants on the programme (n = 5) and external stakeholders (n = 6) between 24 June and 12 July, 2021. Data analysis was completed using the context-mechanism-outcome (CMO) framework of realist evaluation. Four CMOs were identified: (1) resocialisation following COVID-19 lockdown restrictions; (2) congruence between the programme and participants’ goals; (3) engaging people in enjoyable activities; and (4) inclusive environments. We recommend future programmes to take an inclusive and relaxed approach to physical activity and be congruent with participants’ goals and values to ensure participants’ feel supported and adhere to the programmes.