Despite various interventions available for substance use disorders, relapse rates remain substantial and, therefore, alternative strategies for attenuating dependence are needed. This study examined the associations between exercise frequency, illicit substance use, and dependence severity among a large sample of people who use drugs. The study utilized data from the Global Drug Survey 2018 (N = 57,110) to investigate the relationship between exercise frequency, illicit substance use, and substance dependence severity. Binomial regressions were employed to examine the relationship between exercise and SDS scores for 9 drugs. Greater exercise frequency correlated with reduced severity of substance dependence for specific drugs: cannabis (χ2 = 14.75, p < .001), MDMA (χ2 = 4.73, p = .029), cocaine (χ2 = 8.37, p = .015), amphetamine powder (χ2 = 6.39, p = .041), and methamphetamine (χ2 = 15.17, p < .001). These findings suggest a potential link between exercise and reduced substance use dependency. Further research is needed to understand the complex dynamics between exercise and substance use, considering potential bidirectional relationships and concurrent factors.