Abstract Background Compulsive exercise (CE) is commonly observed in eating disorders (ED) and is associated with a more severe clinical picture. Including 3105 participants from the Eating Disorders Genetics Initiative-Sweden, the aim of this cross-sectional study was to expand the knowledge of how CE relates to ED symptoms and other core psychological features. Methods Through multiple linear regression analyses, we investigated simple and unique associations between CE, measured with the Compulsive Exercise Test (CET) including its subscales and ED symptoms, obsessive compulsive disorder (OCD) symptoms, anxiety, perfectionism, depression, and health-related quality of life. Results Results suggested that ED symptoms, OCD symptoms, and perfectionism all have unique positive associations with CE, and depressive symptoms a negative association when controlling for the other constructs. Each CET subscale showed its own specific pattern of associations with the examined constructs. Conclusions Overall, results were consistent with previous research and the proposed cognitive-behavioral model of CE. Implications support the idea that CE may not be clinically relevant in the absence of ED symptoms, but an important symptom domain when they are present. Future research should focus on the directionality of associations between OCD symptoms, perfectionism, and CE, including samples without ED experience.