Addiction is a prevalent and growing concern in all aspects of our modern society. There are considerable concerns for the growing frequency of addictions to drugs, alcohol, gambling, eating, and even sex. Though exercise is generally accepted as a positive behaviour that has many benefits associated with enhanced physical and psychological wellbeing, there is an increasing awareness that exercise addiction is becoming a common phenomenon. Theories regarding how exercise can become addictive, and studies of withdrawal from exercise are reviewed. Several physiological mechanisms, including endogenous opioids, catecholamines, functional asymmetry of brain activity and thermoregulation have been implicated in exercise dependence.