The purpose of the present paper is to outline the results from research that has focused on cohesion effects in exercise groups. The review contains six sections. In the first section, the constitutive definition of cohesion is provided and typical operational definitions used to assess the construct in physical activity contexts are outlined. In the second section, the question of whether cohesion is relevant in exercise groups is addressed. In the third section, we focus on the results from research that has focused on individual preferences for group- versus individual-based contexts for physical activity. Finally, the next three sections focus on results associated with the explanation (why is it?), prediction (what will be?), and intervention/control (how can we?) stages of science in relation to cohesion and physical activity-related behaviors, cognitions, and affective responses.