Social cognitive models of health behavior propose that individual differences in leisure time exercise behavior are influenced by the attitudes towards exercise. At the same time, large scale twin-family studies show a significant influence of genetic factors on regular exercise behavior. This twin-sibling study aimed to unite these findings by demonstrating that exercise attitudes can be heritable themselves. Secondly, the genetic and environmental cross-trait correlations and the monozygotic (MZ) twin intrapair differences model were used to test whether the association between exercise attitudes and exercise behavior can be causal. Survey data were obtained from 5,095 twins and siblings (18-50 years). A genetic contribution was found for exercise behavior (50 % in males, 43 % in females) and for the six exercise attitude components derived from principal component analysis: perceived benefits (21, 27 %), lack of skills, support and/or resources (45, 48 %), time constraints (25, 30 %), lack of energy (34, 44 %), lack of enjoyment (47, 44 %), and embarrassment (42, 49 %). These components were predictive of leisure time exercise behavior (R² = 28 %). Bivariate modeling further showed that all the genetic (0.36 < |rA| < 0.80) and all but two unique environmental (0.00 < |rE| < 0.27) correlations between exercise attitudes and exercise behavior were significantly different from zero, which is a necessary condition for the existence of a causal effect driving the association. The correlations between the MZ twins' difference scores were in line with this finding. It is concluded that exercise attitudes and exercise behavior are heritable, that attitudes and behavior are partly correlated through pleiotropic genetic effects, but that the data are compatible with a causal association between exercise attitudes and behavior.