Objective: Our aim is to investigate the links between duration and intensity of exercise and the nutritional status in terms of body composition in acute anorexia nervosa (AN) patients. Method: One hundred ninety‐one hospitalized women suffering from AN were included. Exercise duration and intensity were assessed using a semistructured questionnaire. Body composition was measured using bioelectrical impedance. Linear multiple regression analyses were carried out using body mass index, fat‐free mass index, and fat mass index as dependent variables and including systematically exercise duration, exercise intensity, and other confounding variables described in the literature that were significantly associated with each dependent variable in univariate analysis. Results: A lower BMI was linked to lower exercise intensity, AN restrictive type, and presence of amenorrhea. A lower FFMI was linked to lower exercise intensity, older age, AN restrictive type, and premenarchal AN. Duration of exercise was not linked to the nutritional status. Conclusions: Exercising at higher intensity in AN is associated with a better nutritional status, thus, a better resistance to starvation. The impact of therapeutic physical activity sessions, adapted in terms of exercise intensity and patient's clinical status, should be evaluated during nutrition rehabilitation.