Objective: The aims of this study were to investigate the effects and mechanisms of physical exercise input, sports emotional intelligence, and sports self-efficacy on exercise adherence, and to examine the chain-mediating role of sports emotional intelligence→sports self-efficacy. Methods: The Physical Exercise Input Scale, Exercise Adherence Scale, Sports Emotional Intelligence Scale, and Sports Self-Efficacy Scale were used to investigate 1390 college students in three universities in the Henan Province. Results: (1) Physical exercise input was a significant positive predictor of exercise adherence (β = 0.29, t = 5.78, p < 0.001); (2) sports emotional intelligence and sports self-efficacy mediated the relationship between physical exercise input and exercise adherence; (3) physical exercise input influenced exercise adherence through the separate mediating role of sports emotional intelligence (β = 0.10, t = 5.98, p < 0.001), the separate mediating role of sports self-efficacy (β = 0.13, t = 2.64, p < 0.01), and the chain mediating role of sports emotional intelligence→sports self-efficacy (β = 0.09, t = 2.80, p < 0.01). Conclusions: (1) Physical exercise input can positively predict the level of sports emotional intelligence and sports self-efficacy of college students; (2) Physical exercise input can not only directly influence college students’ exercise adherence but can also indirectly influence it through sports emotional intelligence or sports self-efficacy levels alone, as well as through the chain mediation of the two.