A combined exercise management and entertainment unit includes a sensor for sensing a user's body state during exercise and producing an exercise signal to a microprocessor, so as to calculate the user's calorie consumption during exercise each time and the accumulated calorie consumption; a personal characteristics database for storing data of a user's body physical characteristics; an exercise course memory for storing exercise courses set by the user, including the time period, item, and duration of an exercise to be done; a setting unit for the user to set the data of body physical characteristics to be stored in the personal characteristics database; and a play unit having an entertainment information memory for storing a plurality of entertainment information entries, which correspond to the exercise items set by the user and may be selectively played corresponding to the exercise item being done.