A US study found that teens who exercised at least 20 minutes a day found it easier to kick the habit than their inactive peers.
Researchers believe that encouraging healthy behaviour may spur on those looking to quit.
Endorphins released during exercise may also help control cravings.
Dr Kimberly Horn and colleagues from George Washington University tracked 233 teenagers from 19 high schools in West Virginia. The average participant smoked one pack a day on weekends and half a pack on each weekday.
Researchers assigned some of the teenagers to an intensive anti-smoking programme with a fitness intervention. Others undertook only the anti-smoking programme, and a third group attended an anti-smoking lecture.
Students who increased the number of days on which they had at least 20 minutes' exercise smoked fewer cigarettes - regardless of which intervention they received.
Dr Horn said: 'Our study supports the idea that encouraging one healthy behaviour can serve to promote another, and it shows that teens, often viewed as resistant to behaviour change, can tackle two health behaviours at once.'