This paper investigates the relationship between household income level and individual physical activity participation behavior. We investigate this issue through the lens of time preference. Our model considers income as a budget constraint of today as well as a component of future utility, and those with lower income discount future utility more heavily. Data from China Health and Nutrition Survey (CHNS) are tested utilizing a random effects method. The results show that both the likelihood to participate in physical activity and the time spent on physical activity are positively correlated with income. In general, these findings support the hypothesis that low-income individuals are more likely to make poor choices with regard to future health, since they discount future utility relatively heavily.