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Physical activity (PA) is vital for health. Yet, participation levels in Saudi Arabia remain among the lowest globally. While Saudi Arabia's southern region has a cooler climate and a natural environment more conducive to activity, surprisingly, rates are lower than in the rest of the country. This area presents distinct cultural, social, and environmental challenges that influence how people engage in PA. This study explored how adults in the southern region of Saudi Arabia make sense of their decisions and experiences regarding PA. Semistructured interviews were conducted with 15 participants from various backgrounds. The interview questions were informed by the social-ecological model, and the data were analyzed inductively to identify themes. Two overarching themes were generated: "Release with Restrictions," which captures the apparently liberating mental and physical aspects of PA, and "PA as Investment," which highlights a strategic approach to decision making regarding engagement in PA. Participants often saw PA as a physical and mental outlet, but their ability to participate was constrained by safety concerns, social norms, and competing demands. Gender-specific barriers were particularly notable, with women facing higher costs, fewer accessible facilities, and stricter cultural expectations. While recent reforms under Saudi Vision 2030 have expanded access to female PE in schools, increased women-only fitness facilities, and improved public spaces for PA, cost-related barriers for women remain a challenge. Environmental issues, such as poor infrastructure and safety risks, further limited PA engagement. Participants also viewed PA as a form of investment in their well-being, driven by both immediate benefits, like stress relief, and longer-term health outcomes. Decisions around PA often reflected a personal cost-benefit analysis, weighing time, money, and opportunity. While recent government initiatives have helped shift norms and improve infrastructure, persistent gender inequities and unequal access highlight the need for inclusive policies and targeted campaigns that promote PA and active transport, especially among women. Systemic change where PA promotion is complemented by addressing gender inequity in access to facilities, greater local investment in safe walking and cycling infrastructure, and monitoring of response to changes in the policy and physical context is needed.