As the incidence and costs of mental illness fail to improve and clinician shortages prevail, clinical psychiatry has an ever-increasing need for strategies to reduce the population burden of mental illness. Exercise may be one such strategy, but we are a long way from realizing this potential. Clinicians are not routinely trained on how and when to prescribe exercise plans for their patients. Payers do not offer clear reimbursement paths to incentivize clinicians to prescribe it, nor do they generally reimburse consumers for doing it of their own volition. In this piece, we first reiterate the benefits of exercise for mental health and then discuss barriers that obscure the opportunity for health care professionals to encourage exercise and for patients to follow through on this encouragement. We conclude with ways to reduce these barriers and emphasize the role that exercise could play in reducing the population burden of mental illness.