Despite the known benefits of regular exercise, the majority of adults with congenital heart disease (CHD) fail to meet recommended standards for physical activity. We aimed to evaluate the factors associated with exercise frequency in adults with CHD, which remain largely unknown. From September 2015 to December 2016, 446 adults with CHD completed clinical questionnaires regarding exercise frequency. Questionnaires also measured related demographic and psychosocial variables. Retrospective chart review was utilized to determine cardiac function and cardiopulmonary exercise capacity. Exercise frequency was classified as none (33%), low (<3×/month, 2%), occasional (<2×/week, 8%), or frequent (≥2×/week, 57%). Frequent exercisers were more highly educated (odds ratio [OR] 1.65, 95% confidence interval [CI] 1.06 to 2.57), reported improved sleep quality, with decreased nocturnal awakenings and sleep latency (OR 0.52, 95% CI 0.32 to 0.83), and had a lower prevalence of depression (OR 0.30, 95% CI 0.12 to 0.75). There was no significant association between exercise frequency and disease complexity or cardiac function. Of the original cohort, 74 patients completed exercise testing within 1 year of their visit. Frequent exercisers (n = 46) had better indicators of cardiovascular capacity, including higher peak maximal oxygen consumption [VO₂] (28.8 ± 8.5 vs 24.6 ± 8.4, p = 0.04). After controlling for exercise frequency, higher educational attainment independently predicted an improved exercise capacity (peak [VO₂]: OR = 1.09, 95% CI 1.01 to 1.18). In conclusion, frequent exercise in adults with CHD is associated with improved cardiopulmonary exercise capacity and psychosocial functioning, irrespective of underlying cardiac disease complexity and severity. Increased physical activity levels and improved exercise capacity were observed in more highly educated patients, highlighting the potential importance of socioeconomic influences on physical and mental functioning.