This current literature review presents a psychological dysfunction in which obsessive and compulsive exercise in exaggerated amounts appears as a symptom of life stress or other psychological problems. This rare but severe dysfunction is known as exercise addiction. The reasons for such deviant exercise practices are discussed from the behaviouristic perspective of positive and negative reinforcement, by drawing the line between healthy and morbid exercising. In the course of the review, a physiological and a psychological model are presented. The common symptoms of behavioural addictions, that also form the basis of diagnosis of exercise addiction, are illustrated with examples. It is emphasized that symptom-based identification of exercise addiction is incomplete as it represents only the surface screening. Positive diagnosis of the psychological routes behind the problem should be performed by qualified professionals.