Our bodies are temples of the Holy Spirit (1 Cor 6:19). Therefor our bodies are to be cared for and treated respectfully.
2288 Life and physical health are precious gifts entrusted to us by God. We must take reasonable care of them, taking into account the needs of others and the common good…
2289 If morality requires respect for the life of the body, it does not make it an absolute value. It rejects a neo-pagan notion that tends to promote the cult of the body, to sacrifice everything for it’s sake, to idolize physical perfection and success at sports. By its selective preference of the strong over the weak, such a conception can lead to the perversion of human relationships.
The Church does reject the view that taking care our our health and bodies are ends in their own right. Rather these are things we do in gratitude for God’s gift of our lives and our bodies.
As the old expression goes: all things in moderation. Exercise is good for us, we just shouldn’t exalt it to the point it damages other important areas of our lives.