The latest Scottish Household Survey show that 78 per cent of adults have taken part in some form of activity in the last four weeks, up from 74 per cent in 2012.
Walking for 30 minutes was the most common exercise, reported by more than two thirds of adults and an increase on 2012.
The survey was carried out in 2013, a year before the Commonwealth Games in Glasgow. Asked about the Games, 78 per cent of those polled said they intended to follow the event, with 32 per cent saying they intended to get actively involved and 41 per cent believing there would be a lasting benefit from Scotland hosting the Games.
Sport Secretary Shona Robison said: "These are excellent figures which we will continue to build on. It is fantastic to see that more people are participating in sport and exercise and that they are doing so more frequently.
"The legacy of the Commonwealth Games will be to ensure that even more people feel inspired to take part in physical activity."
Overall sports participation was higher for men than women with 81 per cent of men and 75 per cent of women taking part in a range of activities. More men chose to take part in football, multi-gym, weight training and golf while more women took part in swimming, keep fit or aerobics and dancing.
The survey also showed that participation in any sport decreases with age, particularly for those aged 45 or over.
Ms Robison added: "Sport is a fantastic way to get active, and as demonstrated by the spectacular success of the Commonwealth Games, it has the ability to engage and inspire the young and old, from grassroots through to elite performers."