This study examines the habits of playing and the reasons for not playing digital exercise games (i.e., exergames), concentrating particularly on the gender differences between the male and female players and non-players. Exergames can be considered an important and interesting research topic as they can be used to motivate people to do more exercise and, consequently, to improve their health and well-being. The study is based on analysing an online survey sample of 3,036 Finnish consumers through contingency tables, the Pearson’s χ 2 tests of independence, and the Cramér’s V coefficients. The results of the analysis reveal 11 main reasons for not playing exergames as well as several gender differences both in the habits of playing and in the reasons for not playing exergames. Based on these results, exergames still seem to have a long way to go before they are perceived as interesting enough in terms of the game experience as well as useful enough in terms of their effects on physical fitness.