Exercise performance is influenced by genetics. However, there is a lack of knowledge about the role played by genetic variability in the frequency of physical exercise practice. The objective was to identify genetic variants that modulate the commitment of people to perform physical exercise and to detect those subjects with a lower frequency practice. A total of 451 subjects were genotyped for 64 genetic variants related to inflammation, circadian rhythms, vascular function as well as energy, lipid and carbohydrate metabolism. Physical exercise frequency question and a Minnesota Leisure Time Physical Activity Questionnaire (MLTPAQ) were used to qualitatively and quantitatively measure the average amount of physical exercise. Dietary intake and energy expenditure due to physical activity were also studied. Differences between genotypes were analyzed using linear and logistic models adjusted for Bonferroni. A significant association between GCKR rs780094 and the times the individuals performed physical exercise was observed (p = 0.004). The carriers of the minor allele showed a greater frequency of physical exercise in comparison to the major homozygous genotype carriers (OR: 1.86, 95% CI: 1.36–2.56). The analysis of the GCKR rs780094 variant suggests a possible association with the subjects that present lower frequency of physical exercise. Nevertheless, future studies are needed to confirm these findings.