ABSTRACT Objective: Patterns of ‘compensatory eating’ following exercise are likely to be harmful for long-term health and counterproductive for weight loss goals. However, little is known about reasons why people eat unhealthily after exercising. Thus, we aimed to develop a measure that assesses reasons why people engage in compensatory unhealthy eating. Method: A multi-stage approach using exploratory and confirmatory factor analysis was used to develop and replicate a scale and validate its psychometric properties in three different samples. Participants (total N = 814) rated their agreement with statements capturing different reasons for eating less healthily after exercise. Results: Factor analysis revealed four distinct factors underlying compensatory eating: Reward for Effort, Permission to Consume, Need to Consume, and Reduced Self-Control. The resulting Compensatory Unhealthy Eating Scale (CUES) had good internal consistency and convergent validity. Conclusion: The CUES has utility as a tool to assess compensatory eating behaviour. Further research should examine who is most likely to compensate and under what circumstances. Broadening current knowledge of compensatory eating after exercise may facilitate development of strategies to improve health behaviour regulation.