Previously those with asthma were often advised to avoid strenuous exercise because of fear for exercise-induced asthmatic reactions, but recent findings suggest many beneficial effects on health related to exercise. We elaborated on the relation between regular exercise and asthma control among adults. This was a population-based cross-sectional Northern Finnish Asthma Study (NoFAS), in which altogether 1922 adult subjects 17–73 years old living in Northern Finland answered the NoFAS questionnaire. The determinant of interest was the total amount of regular exercise during leisure time, measured in hours per week and categorized into no, low (>0≤2h per week), medium (>2 ≤5h), high (>5≤10h) and very high (>10h) exercise categories. The outcome of interest was asthma control, which was assessed based on the Asthma Control Test (ACT). As statistical methods we applied analysis of variance (ANOVA) and Poisson regression. ACT score increased gradually, i.e. asthma control improved, with an increasing amount of exercise from no exercise (mean ACT = 19.4; difference from the reference: -1.57, 95% CI -2.12 to -1.01) to high exercise reference category (mean = 21.0), but was slightly lower (mean = 20.3; -0.64, 95% CI -1.27 to -0.02) in the very high exercise category. Such non-linear relation was present both in women and in men. In conclusion, we provide evidence that moderate to high regular exercise improves asthma control among adults with asthma. Advice about regular exercise should be included as an important part of asthma management for adults.