Exercise can be very helpful when you are trying to quit smoking. Women smokers with higher levels of exercise at the time of quitting have been found less likely to relapse. Exercise can decrease cravings and other symptoms of nicotine withdrawal including moodiness, anxiety, irritability, tension, and restlessness. If you haven't been exercising, you might want to start by taking walks. If you are ready for more, try biking, swimming, jogging, or joining a gym with the money you save from not smoking. Be sure you talk to your doctor first if you are starting a new exercise program, especially if you are older and/or have any medical conditions. Exercising on a regular basis is a great way to relieve stress and build confidence. Adding even a moderate amount of exercise can burn calories and increase metabolism - helping to avoid or minimize weight gain, especially if combined with a healthful diet.
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Ussher, et al. Effect of a short bout of exercise on tobacco withdrawal symptoms and desire to smoke. Psychopharmacology (Berl). 2001;158:66–72.