Obstructive sleep apnea (OSA) is a common and serious health issue that is strongly associated with excess weight. Exercise may be an effective mechanism for reducing the severity of OSA both in association with, and independent of, reduction in body weight. As such, increased exercise has been suggested as a potential intervention for OSA, particularly for patients with mild to moderate clinical severity. However, it is unknown how ready to engage in exercise patients with OSA are. Self-reported exercise intention was assessed in 206 consecutive patients attending a large tertiary sleep disorders service in Australia. Classification of the patients by Stage of Change, a construct of the Transtheoretical Model of behavior change, was supported by differences between the groups in level of habitual self-reported exercise. Cluster analysis identified 4 potential patient types, with differing profiles in perceived costs and benefits of exercise, and exercise-related self-efficacy. The validity of these patient clusters was also supported by differences between the groups in current self-reported exercise levels. The results may help to identify patients who are more likely to engage in increased exercise, and to identify barriers to exercise in patients less inclined to increase their exercise.