The practice of PE has been associated with the adoption of healthy lifestyles. The objective of the study was to investigate whether there is a relationship between tobacco and alcohol consumption and the type of modality practiced; and if the reasons presented for the practice are somehow related to these habits. The sample consisted of 177 adult women, who practice Fitness, divided into 3 groups: 68 practitioners of high intensity modalities, 54 of Zen modalities, and 55 of modalities of both types. The Exercise Motivation Inventory 2 was used to assess the reasons for the practice of PE. Relating smoking and alcoholism habits with the reasons for the practice, significant positive correlations were found between: smoking habits/affiliation (p = .037); alcohol consumption/keeping healthy (p = .035). Significant inverse relationships between: number of cigarettes smoked per day/weight management (p = .000); number of cigarettes smoked per day/health (p = .048). Class 3 of women who quit smoking had statistically significant higher scores on disease (p = .012) and staying healthy (p = .001). Affiliation is a common reason for smoking and exercising; those who smoked for a longer period of time seem to resort to the practice for reasons relating to the onset of illness or to maintain their health. Women who don't drink seem to be more concerned about their health than women who do drink. Clarifying these relationships is essential for creating more effective intervention programs to eliminate/reduce tobacco and alcohol consumption and their harmful effects on health.