Midlife's challenges, changes and demands can create barriers to maintaining group activities, which, for some, include attending in‐person group exercise classes. As a potential solution, on‐demand group exercise platforms offer agency over participation, anonymity and community interaction. This research explores how social identification processes shape participation within an on‐demand group exercise platform. Twenty on‐demand group exercise participants aged 40–64 were recruited for three data collection stages: (1) an initial semi‐structured interview on exercise history and on‐demand usage; (2) a two‐week post‐exercise diary capturing social identification experiences and (3) a follow‐up interview to discuss topics from the first two stages. Results highlight how, through anonymous participation in on‐demand group exercise, participants experienced a sense of agency, inclusion and community while feeling socially supported both during and after participation. Findings from this study suggest four factors that can impact social identification within on‐demand exercise platforms, namely, (a) creating a collective learning event to foster unity, (b) providing anonymity and agency to enable increased exercise trial, (c) enabling exercise participation from self‐excluded groups and (d) amplifying life‐stage similarity and support both on‐screen and via social media.