To persist in exercising or to stick to exercising can be translated to "坚持锻炼" in Chinese. The phrase comes from the verb "坚持" meaning to persist or to hold fast, and the noun "锻炼" meaning exercise or training. Here are some examples in English and their translations in Chinese:

I make sure to persist in exercising every day. 我确保每天坚持锻炼。

She is determined to stick to exercising even on days when she doesn't feel like it. 她决心即使在不想锻炼的日子里也坚持锻炼。

He has been able to maintain his fitness by persistently exercising. 他通过坚持锻炼来保持他的健康。