Many firefighters have inadequate levels of physical fitness which can impair firefighting performance. Understanding the factors that influence exercise and fitness behaviors could help identify those less likely to stay physically fit. Methods: A sample (N = 45) of male recruit firefighters were assessed during weeks 1 and 7 of a state firefighter academy. Measures included cardiovascular fitness, muscular fitness, performance on firefighter ability tasks, exercise intensity preference/tolerance, and extraversion. Results: Exercise intensity preference was directly related to physical fitness, which in turn was directly related to firefighter ability. Regression analyses showed that exercise intensity preference predicted variance in firefighter ability, and this relationship was statistically mediated by physical fitness levels. Firefighters with higher exercise intensity preference tended to have better physical fitness, which was associated with superior performance on firefighter tasks. Conclusions: These findings suggest that firefighters’ exercise intensity preferences play a key role in their physical fitness and, ultimately, their firefighting abilities. Assessing recruits’ exercise intensity preferences could help identify those who may struggle to maintain fitness, allowing for targeted interventions. Improving firefighters’ exercise intensity preference may be an effective strategy for enhancing their physical capabilities and job performance.