This study aimed (1) to describe the experience of adolescents and adults using FitSpirit asynchronous virtual (V) exercise videos that target adolescent girls, (2) to compare physical activity (PA) levels and exercise-related self-perception variables among groups (2019 in-person [IP], 2021 IP, and 2021 V) of adolescent girls, and (3) to assess the association between the adolescents’ PA levels and their exercise-related self-perception in response to IP (pre-pandemic and during pandemic) and V (during pandemic) FitSpirit exercise modes. Regarding the first aim, 28 adolescent girls ([15.5 ± 0.8] years old) and 29 adult women ([33.0 ± 10.3] years old) experienced the V exercise mode. For the second and third aims, 376 girls ([15.3 ± 1.7] years old) participated IP in 2019 (pre-pandemic), 339 girls ([14.9 ± 1.6] years old) participated IP in 2021 (during the pandemic), and 27 girls ([15.5 ± 0.8] years old) watched V FitSpirit exercise videos in 2021 (during the pandemic). Data was collected using online questionnaires. Chi-square (χ2) and Pearson tests were performed. Adults (76%) had a significantly higher intention to use FitSpirit exercise videos again than adolescents (14%) (p < 0.001). For IP exercise mode, we observed significant correlations between PA levels and being proud (r = 0.08, p = 0.046), feeling good (r = 0.14, p < 0.001), and being disappointed (r = −0.12, p < 0.001). For the V exercise mode, there were no significant correlations. In conclusion, better exercise-related self-perception was only correlated to PA levels when IP training was offered. These first findings support IP training for adolescent girls when the pandemic situation allows it.