The study of the affective impact of physical activity and exercise has a long and fraught history. In this chapter we outline some of the longstanding issues, in the hopes that research moving forward will be more mindful of these. Included are: (a) what we are actually trying to assess; (b) measurement issues; (c) the timing of affective measurement; (d) research that highlights what we know and don't know; and (e) suggestions for moving forward.