Objective The aims of this study were to explore the factor structure of the Compulsive Exercise Test (CET) in a clinical sample of Swedish adolescents with eating disorders (ED) and to study the relationship of CET with ED cognitions, body weight and exercise frequency. Methods The compulsive Exercise Test, the Eating Disorders Examination‐Questionnaire, body mass index (BMI) and exercise frequency were available at assessment of 210 adolescents (age 14.4 ± 1.6 years) with ED. Results Factor analysis generated four factors with close similarity to factors previously obtained in a community sample of adolescents samples and supported the use of the original version of CET. Exercise for weight control was strongly related to ED cognitions but less to exercise frequency and BMI. Exercise for regulation of mood was related to ED cognitions and exercise frequency but not to BMI. Discussion In adolescents with ED, different aspects of exercise are related to ED cognitions. This needs addressing in the treatment of adolescents with ED. Copyright © 2016 John Wiley & Sons, Ltd and Eating Disorders Association.