To enhancing the exercise effect, exercise management systems are introduced and generally used. They create the proper exercise program through exercise prescription after determining the personal body status. But, exercise programs, are created at 2 weeks∼3months intervals, are very static and can't respect with person's exercise habit or cycle that is dynamically changed. If exercise period is long, exercise effect will diminishing. This paper proposed Context Aware Exercise Environment (CAEE), provides an Exercise Program through recalculation of exercise prescription after user's situation awareness, and designs the CAEE as Intelligent Fitness Guide (IFG) System. If exercise kinds, frequency and strength of user are changing, that system creates the exercise program through exercise optimization algorithm. As it (IFG) is providing the exercise program in a real time to users, it can be enabled the effective, stable exercise in user's physical body according to user situation.