The traditional approach of the use of mental imagery (MI) considers it to be held in other moments than physical practice, and the person only imaging the movement/situation without experiencing it physically. On the other hand, in the dance field, ΜΙ is often used during movement serving multiple functions. In the exercise field, the information regarding exercise imagery (EI) during movement derives mostly from researches and questionnaires that have mainly investigated its nature (types and functions) outside of practice, so the full potential of this psychological technique, when used during exercise, remains unknown. The aim of the present study was to construct a questionnaire in order to explore the nature of EI used by gym members during their workouts, to control it through a pilot research and to acquire a first piece of knowledge on the EI used by them, initiating the scientific dialogue about this underinvestigated subject. 15 gym members completed the questionnaire [named Exercise Imagery Pilot Questionnaire-Gym Version (EIPQ-GV)] and also provided feedback for its refinement. According to the results produced by EIPQ-GV, EI is used during exercise, it serves all known cognitive and motivational functions, it differs in some aspects from the use of EI outside of practice and its use makes exercise more pleasant and less monotonous, indicating that it is a promising technique that deserves further research.