To examine whether regular exercise is associated with anxiety, depression and personality in a large population-based sample as a function of gender and age. The sample consisted of adolescent and adult twins and their families (N=19,288) who participated in the study on lifestyle and health from The Netherlands Twin Registry (1991-2002). Exercise participation, anxiety, depression and personality were assessed with self-report questionnaires. The overall prevalence of exercise participation (with a minimum of 60 min weekly at 4 METs (Metabolic Energy Expenditure Index)) in our sample was 51.4%. Exercise participation strongly declined with age from about 70% in young adolescents to 30% in older adults. Among adolescents, males exercised more, whereas, among older adults, females exercised more. Exercisers were on average less anxious (-0.18 SD), depressed (-0.29 SD) and neurotic (-0.14 SD), more extraverted (+0.32 SD) and were higher in dimensions of sensation seeking (from+0.25 SD to+0.47 SD) than non-exercisers. These differences were modest in size, but very consistent across gender and age. This study corroborates and extends previous findings: regular exercise is cross-sectionally associated with lower neuroticism, anxiety and depression and higher extraversion and sensation seeking in the population.