The purpose of this article is to review six sources of evidence that might provide insight into what context (e.g. alone versus with others) ought to be emphasised in the promotion of physical activity. In summary, the review of these sources contributes to six conclusions: (a) adults and university students prefer to exercise with others but outside of a structured class setting, although adults also equally prefer to exercise completely alone; (b) context does not appear to play a large role in the propensity to meet recommended guidelines for aerobic physical activity; (c) theoretical propositions support social contexts as superior to individual contexts; (d) adherence to physical activity programmes is superior in social contexts; (e) social support is a strong correlate of sustained physical activity; and (f) protocols adopted in other areas attempting to promote behavioural change suggest that social contexts are superior.