Researchers have yet to reach a consensus on the definition of excessive exercise, and many questions remain about the relationship between excessive exercise and eating disorders. Understanding of excessive exercise may be furthered by adoption of a broader, dimensional perspective. The current qualitative (grounded theory) study explored the continuum of women's exercise experiences, ranging from casual to more extreme regimens. Thirty-two women were interviewed, aged 16–77. Participants described stages in a continuum of exercise experiences. Overlaps were described between participant perceptions of ‘normal’ exercise, excessive exercise and exercise addiction. Excessive exercise and disturbed eating were described as arising from common concerns about the need to control the body, with exercise viewed as a more acceptable alternative to disturbed eating. The results provide support for a continuum approach to the understanding of excessive exercise, and highlight the utility of qualitative methods in this area. Copyright © 2011 John Wiley & Sons, Ltd and Eating Disorders Association.