The effects of 2 exercise regimes on cattle productivity, immune function, and behavior were evaluated against a control ( = 4 pens/treatment) using weaned -cross calves ( = 203) housed in drylots (16-18 calves/single sex pens). Three treatments were applied 3 times per week for 4 wk: 1) programmatic exercise (PRO), in which cattle and a stockperson walked in the alleyway behind their home pen for 20 min; 2) free exercise (FREE), in which cattle were moved into the drovers alley for 60 min, not exercised by a stockperson, and were allowed free access to their home pen and alleyway; and 3) control (CON), in which calves were removed from their home pen only for routine husbandry. Behavior observations were conducted on d -2 and -1 relative to treatment implementation (d 0) and on d 5, 6, 12, 13, 19, 20, 26, and 27. Instantaneous scan sampling was used to create behavioral profiles for cattle (posture: stand, lie, and walk; and behavior: feed, drink, and ruminate). Focal observations recorded the incidence of social behaviors (allogrooming, social play, and agonistic interactions) and animal-environment interactions (AEI; fencepost licking, rock eating, tongue rolling, and cross-suckling). Body weights, exit velocities, and antibody titers to a bovine viral diarrhea virus type 1b vaccine were measured on d -10, 10, and 28. A linear mixed model (PROC MIXED) was used to evaluate the impact of exercise treatment, sex, time, and their interactions on cattle behavior, health, and productivity. Statistical differences were not observed ( = 0.11) for overall ADG among cattle receiving FREE (1.00 kg ± 0.04) PRO (0.85 kg ± 0.04), or CON (0.86 kg ± 0.05) exercise treatments. Allogrooming ( = 0.05), lying ( < 0. 01), AEI ( < 0.01), rumination ( < 0.01), and agonistic interactions ( < 0.01) increased over time. Comfort-related behaviors (e.g., lying, rumination) increased over the evaluation period, suggesting that calves became acclimated to the environment. Exercise did not alter behaviors or vaccine response and did not reduce the performance of production-critical (e.g., feeding, resting, ruminating) behaviors.