We have previously demonstrated that a sense of coherence (SOC), a candidate for a mediating stress factor, is involved in natural killer cell activity (NKCA) reduced in smokers, whereas the relationship among exercise, NKCA and SOC is unclear. To clarify the effects of exercise on SOC and NKCA, we examined the changes in SOC and NKCA before and after health education to encourage exercise. Of one-hundred and one male office workers who received the health education for one year, 27 improved, 65 were unchanged and 9 had deteriorated exercise habits. The repeated measures analysis of variance showed that SOC in workers with improvement in the exercise habit were increased more significantly by the health education than those in workers without improvement (p<0.05). Although the change in NKCA produced by health education was recognized to be significantly different in those who had never smoked from that in current smokers (p<0.05), multiple regression analysis demonstrated that improvement in health practice significantly contributed to increases in both SOC (p<0.01) and NKCA (p<0.05) in never smokers, independently of other psychological factors. These results suggest that subjects with improvement in exercise enhance NKCA through increased SOC in never smokers.