Background: Although there is limited research on heroin users’ participation in physical activity, sport and exercise, public health literature asserts that being physically active is good for individuals. Critics, however, caution that the benefits of sport and exercise are overstated and sport may itself reinforce or create inequalities. Methods: In-depth interviews were conducted with 40 current or ex-heroin users, of whom 37 were re-interviewed three months later. Data from all 77 interviews were analysed to explore individuals’ self-reported participation in physical activity, sport and exercise; their desire to participate; and any barriers to participation experienced. Findings: Participants were very interested in sport and exercise and engaged in a wide variety of active pastimes. Although they did little structured sport or exercise during periods of heavy heroin use, they still often walked or cycled. Enjoyment was a key feature of being physically active in treatment and in early recovery. Additionally, individuals reported diverse health and social gains and felt that sport and exercise helped them to reduce their heroin use. These benefits notwithstanding, there were personal, social and structural barriers to being active and so individuals were generally keen to take advantage of any sport or exercise opportunities offered to them by services. Conclusions: By focusing on the meanings that heroin users themselves attribute to being active, our analyses reveal that members of this population derive great pleasure from all manner of physical pastimes. A small but growing literature on embodied sporting practices helps us to interpret this. We conclude that there is an important role for physical activity, sport and exercise within policy and practice responses to heroin use, but with a need to be creative and flexible regarding the kinds of activities promoted.