Beyond its immediate health consequences, the COVID-19 pandemic led to an exacerbation in the mental health of the global population. Regular exercise and its lack thereof are also known to affect mental health. Tweets and their content analysis can provide information about aspects of users' lives including their health habits and mental health. The purpose of this study was to examine individuals' exercise habits and mental health during the pandemic by means of sentiment and correlational analyses. These results indicate that, while exercise and mental health tweets were more COVID-focused in the first 12 months of the pandemic, exercise tweets became more exercise-focused, and mental health tweets became more mental-health-focused eventually during the pandemic. Efforts to increase exercise participation in individuals may prove beneficial. Further research needs to examine the effects of exercise on mental health in the aftermath of COVID-19.