In today's society, young children have few experiences with aerobic activities, a pattern of exercise traditionally reserved for adults. This paper discusses how aerobic exercises can be used in a preschool environment, arguing that such activities are best presented using a thematic approach so that young children can form impressions about themselves and their surrounding milieu. After explaining the importance of movement programs for young children's health, motor development, and social learning, the paper explores pediatric exercise science and the ways in which adult standards for aerobic exercise must be adjusted for young children. Criteria for a good preschool exercise class are presented next: be non-competitive; emphasize games over repetitive calisthenics; prohibit weightlifting; never exceed each child's capability; contain frequent intervals of rest; promote positive self-image; supervise closely; use upbeat music; use size-appropriate equipment; let movement be a matter of choice; involve adults in the workout; and use special themes for each session. The paper includes a sample theme lesson organized around "space and direction" and an appendix which includes results from a 1991 Canadian survey of physical activity programs available at day care centers. Contains 11 references. (EV)