Background Encouraging the uptake of physical activity among a culturally diverse elderly population presents a challenge for health‐care providers across the world. Little is known about the health‐care needs of these populations, for example the increasingly ageing group of Chinese elders in many parts of the world who are now facing later life and increasing challenges to their health. Objective This study aimed to explore behaviours and attitudes towards exercise among older Chinese immigrants in the UK to provide insights into the health of Chinese populations in the UK and elsewhere. Design A Grounded Theory approach using purposive and theoretical sampling with in‐depth semi‐structured interviews. Setting and participants Chinese elders were recruited from Chinese communities in the North West of England. Thirty‐three participants were interviewed face‐to‐face and audio‐recorded. Results Participants self‐managed exercise based on cultural perceptions of health and ingrained Chinese values. Professional support and information was lacking and relied on folk norms rather than person‐centred recommendations for healthy living. Inappropriate exercise regimes could act as a substitute for seeking health‐related advice when exercise was often used as a self‐monitored barometer to assess their perceived health status. Discussion and conclusion Chinese elders may undertake inappropriate exercise, leading to high‐risk situations, if appropriate professional information is not provided. Health‐care practitioners should devote attention to understanding Chinese elders' attitudes towards exercise, as this may ultimately lead to successful health promotion activities. A person‐centred approach that acknowledges and works with self‐management practices is advocated.