Supply chain disruptions, human and animal health concerns, and environmental impacts of livestock production have spurred renewed attention to animal protein consumption in the U.S. Prior research has sought to better understand animal protein consumption by assessing demographic and socioeconomic determinants. However, physical exercise represents a behavioral determinant of consumption that is societally important and, thus far, has not been considered in empirical assessments. Our objective was to quantify the association of exercise with the consumption of total protein, beef, pork, poultry, seafood, eggs, and dairy among U.S. adults. We analyzed 24 h dietary recall and physical activity data from adults in the 2007-2018 National Health and Nutrition Examination Survey (NHANES). The association of exercise with protein consumption (total and disaggregated animal protein) was assessed using ordinary least squares and multivariate Tobit regression. Non-linear associations of exercise with total protein consumption were found, with the magnitude of association highest at 121-180 min per day of exercise. Non-linear associations were also found with animal protein consumption, which differed in sign and magnitude across protein sources. The magnitudes of association, paired with a sizable share of the study sample engaged in exercise, suggest a substantial influence of exercise on protein consumption habits in the U.S.