Starting with health belief and social support, the author probed into their influence on teenager physical exercise. By using the revised Physical Health Belief Scale, and Teenager Social Support Scale, the author investigated 1 945 students aged 13-18(747 males, 1 198 females). The results indicated the followings: the teenagers had relatively rational physical health belief and social support, but their exercise condition was barely satisfactory(low intensity, short duration); physical health belief, social support and physical exercise were different in terms of the gender and grade variables in teenager demography, therein, the female students’ social support level was higher than the male students’, while the male students’ physical health belief and physical exercise were better than the female students’; in preparatory classes, the female students had the highest health belief, while the male students had the longest exercise duration; male sophomores had the highest exercise intensity and frequency; female junior students’ exercise duration was better than female senior students’; the regression effects of physical health belief and social support on physical exercise were significant; on the basis of social support, the regression effect of physical health belief on physical exercise was significant, i.e. social support had a partial mediating effect when physical health belief explained physical exercise. Conclusions: Physical health belief and social support are important variables that affect teenagers’ exercise persistence; cultivating physical health cognition and belief, and giving adequate social support, is an effective way to promote teenagers to participate in physical exercise in an active and autonomic way.