Objective: The purpose of the following study was to test the feasibility of using an ecological momentary assessment strategy during participation in water exercise. This assessment strategy was used to collect ratings of pain intensity level, affective status and self-efficacy for engaging in regular exercise prior to, during and following participation in water exercise for women with chronic pain. Design: Participants (N=15) completed six measures assessing physical activity level and reactions to physical activity and exercise participation and participated in elicitation interviews focused on their experiences with chronic pain and physical activity and exercise. Participants reported daily pain intensity levels, affect and self-efficacy each morning by phone and used cellular phones to report momentary ratings immediately following participation in water exercise for 6 weeks. Results: Participant profiles were developed to display patterns of pain intensity, affect and self-efficacy over the course of 6 weeks. Profiles indicated a variety of levels of exercise consistency in participants. Pain intensity, affect and self-efficacy varied over the course of an exercise event and revealed varied patterns across participants. Overall, momentary self-efficacy (M¹= 7.98, SD=1.65; M²= 8.29, SD=1.62; M³=8.45, SD=1.45) and affect mean ratings (M¹= 2.05, SD=1.42; M²= 2.76, SD=1.22; M³=3.02, SD=1.06) increased over the course of the exercise events while pain levels decreased from pre-exercise levels (M¹= 2.67, SD=2.30; M²= 1.85, SD=1.86; M³=1.95, SD=2.05). Elicitation interviews indicated themes related to the importance of enjoyment of exercise, social factors, and impact on pain level and overall physical condition. Final interviews provided information about the reactions of participants to the assessment strategy and offered insight into the acceptance of this approach for future studies of exercise behaviors. Conclusion: Overall, this approach to ecological momentary assessment of variables associated with exercise was acceptable to participants and revealed variable patterns of pain intensity, self-efficacy and affective state in relation to water-exercise engagement.