There may be a slight increase in absorption and nicotine levels, especially with more rigorous exercise The increase in nicotine absorption is probably related to the exercise-induced increase in circulation at the patch site. Usually, this results in a nonsignificant increase in blood pressure and heart rate, but you should consult your doctor if you are concerned about these effects, have underlying cardiovascular disease, or notice symptoms of excess nicotine during or after exercise. Some people find it helpful to remove the patch while exercising.
Bur, et al. Effect of exercise on transdermal nicotine release in healthy habitual smokers. Int J Clin Pharmacol Ther. 2005 May;43(5):239-43.