Why do you retain fluid when you exercise?

It's usually because you're not getting enough water. It sounds counter-intuitive, but MORE water can actually help you get rid of water retention. If your body builds up salts you will retain water so that the salt level does not get too concentrated. By drinking more WATER you will be able to pass the salts and get rid of the extra water. If that doesn't solve the problem, you may need to talk to your doctor. Water retention can also be an indication of high blood pressure.