Numerous reports identify minority ethnic women as a population group which is greatly affected by chronic illness. Health authorities tend to attribute their health problems to their lifestyle, for example refraining from participation in recreational physical activity (PA). However, little is known about the perspectives of the targets of health promotion, that is, their perceptions of and lived experiences with health recommendations. In this article we investigate minority ethnic women’s attitudes and practices, in particular with regard to PA. We conducted semi-structured interviews with 33 female migrant cleaners from non-western countries which provided insights into their everyday lives. We analysed the material drawing on the literature related to minority ethnic women and recreational PA, with a focus on Foucauldian scholars who have used the concepts of governmentality and disciplinary power. The interviewees considered weight loss the main benefit of recreational PA; this did, however, not lead to participation. Constraints to participation were exhaustion and lack of time caused by the demands of the women’s jobs and a ‘second shift’ at home. These findings confirm that the preoccupation with a healthy lifestyle is a privilege that requires socio-economic resources. Therefore, health policies must adapt to the needs of marginalised groups and take structural factors into consideration, such as the organisation of the labour market and the gendered division of work.