The objectives of this study were 1) to determine the relationship between women's exercise participation and their social roles as well as characteristics of these roles, and 2) to determine the relative importance of social roles compared to non-role-related determinants (including social support, perceived barriers, interest in exercise, and perceived importance of exercise). A cross-sectional survey was done among 1,113 randomly selected urban women aged 20-49. Social roles did not emerge as a major risk factor for exercise participation. Statistical modelling indicated that whether women exercise was only related to role overload in the presence of the non-role-related determinants. For women exercising, parenthood as well as role overload were related to the amount of exercise in the presence of the non-role-related determinants. These findings have important implications for exercise promotion for women.