Abstract: Inter-generational relationship is an important part of measuring inter-generational purposeful interactive behavior in social research, among which the relationship between urban family inter-generational relationships and the health of the elderly is especially crucial. Physical exercise helps improve the health of the elderly. Previous studies have focused on the participation of the elderly in physical exercise, but have largely overlooked the influence of family relationships on the decision-making process of the exercise behavior. Based on the theory of inter-generational solidarity, this study uses the 2016 China Longitudinal Aging Social Survey (CLASS) data to analyze the impact of family inter-generational relationships on the decision-making process of urban elderly's exercise behavior. We found that the underlying factors of inter-generational solidarity have more influences on the decision-making process of exercise of the urban elderly than the explicit factors, and the intensity sequence (from strong to weak) of all dimensions is consensus, connection, emotion, function and norm. The elder generation's expectation of the support from the younger generation has shifted from economic supply and care taking to emotional satisfaction and they pay more attention to the quality of inter-generational interaction rather than the form of it. Living distance is no longer a major obstacle for the decision-making process of the inter-generational interaction. The elderly who often meet with their children are twice as likely to participate in exercise. Conceptual identity, emotional support and intimate connections are the key factors that support the elder generation in making decisions to physical exercise. The negative impact of inter-generational solidarity is a conditional "normative" conflict, including the care taking of the elderly and the elder generation's care taking of their grandchildren. Providing housekeeping support for the younger generation squeezed the time and energy of the parents' exercise, but the degree is related to their health status and frequency of housekeeping support. The negative effects could be reduced through modest adjustments. Inter-generational caring is the main obstacle for urban elderly to participate in exercise. The possibility of exercise participation in the elderly without the burden of inter-generational caring is 1.22 times that of the elderly with the burden of it, which has become the most noticeable contradiction between the traditional family culture and modern family relations, the pursuit of the elder generation for self-development and the younger generation's care-taking needs, as well as in the adaptation process of inter-generational culture.