This cross-sectional study aimed to analyse the factors contributing to state body appreciation (SBA) during exercise. After providing their informed consent, 200 study participants (mean age 30.0 ± 9.4 years, 72.0% were men) filled in an online questionnaire immediately after the completion of resistance training (n = 125), cardiovascular exercise (n = 55), or functional/interval group exercise (n = 20) sessions. The study measures included socio-demographic variables, body mass index (BMI), the duration of involvement in sports, SBA, state body surveillance (SBS), state mindfulness in physical activity, state intrinsic exercise regulation, and perceived pleasantness during exercise. The results showed that exercisers involved in sports for >2 years and those whose body weight was within a healthy range (<25.0 kg/m2) demonstrated higher SBA and mindfulness during exercise, lower SBS, more intrinsic exercise regulation, and higher satisfaction during physical activity compared to exercisers with less exercise experience (≤2 years) and a body weight higher than a healthy range (≥25.0 kg/m2). The negative effects of being overweight or obese were more pronounced in individuals with ≤2 years of sports participation, except regarding body surveillance and monitoring the mind. The factors significantly contributing to SBA during the exercise sessions were a longer duration of involvement in sports, a lower BMI and SBS, and greater mindful body acceptance and exercise pleasantness. Decreasing SBS and enhancing mindful body acceptance, pleasantness, and intrinsic motivation during exercise might significantly contribute to SBA in physical activity. These results can inform physical-activity-based programmes aiming to promote a positive body image. Also, these results show that it is important to increase education and develop competencies for fitness coaches to create inclusive and positive-body-image-promoting sports environments.