PURPOSE The aim of this study was to explore and generate an understanding of the meaning of physical exercise in the lives of individuals with Parkinson's disease (PD) participating in an exercise program. METHOD A qualitative design, using Grounded Theory methodology, was used. Eleven individuals diagnosed with PD were interviewed. RESULTS The core category "Keep moving to retain the healthy self" identified the continuing process of maintaining functions and activities in the individuals' lives, in which exercise was a major contribution. Two categories, "Having explicit life goals" and "Having confidence in one's own ability", were important prerequisites for adherence to physical exercise. Four categories - "Taking rational position", "Exercising to slow progression", "Exercising to achieve well-being" and "Using exercise as coping strategy" - were generated as important for starting and maintaining exercise habits. CONCLUSIONS Insights into the process of exercising in view of living with PD were generated, which have implications for strategies in promoting physical exercise in older individuals with PD. IMPLICATIONS FOR REHABILITATION Physical exercise can contribute to the process of retaining the healthy self in older individuals with PD. Having explicit life goals and having confidence in one's own ability may facilitate exercise adherence. Health personnel need to be perceptive for patients' life stories in order to understand the goals of the individual and how to support the individual in his achievement of them.