Background: Instruction in exercise therapy aims at patients being able to correctly perform exercises. The analysis of instructional sequences (i.e., questions) examines the achievement of social actions during exercise therapy. This study investigated physiotherapists’ questions for patients’ initiations of exercises and analyzed patients’ verbal and embodied responses, focusing on actions performed by physiotherapists’ question designs and patients’ responses. Study findings add to the evidence of underrepresented Chinese population. Methods: Data were collected from two Hong Kong rehabilitation centers. Forty-seven consultations (6 physiotherapists; 16 patients) were video-recorded and analyzed using Conversation Analysis. Interactional features including verbal (e.g., vocabulary, grammar, turn-taking) and nonverbal aspects (e.g., gaze and gesture) were examined. Results: Ninety-eight questions were posed by physiotherapist during the initial phase of exercise. Five categories were identified: invitations, memory check, information seeking, understanding check, or adherence check. Physiotherapists’ questions led to a variety of embodied and verbal outcomes. Implications: The multimodal analysis of exercise instruction demonstrates that initiations of exercises are situated in task-relevant actions. Physiotherapists set the agenda regarding the exercise choice. Overall, physiotherapists and patients orient to verbal and nonverbal resources without precedence from either. The importance of non-verbal communication during exercises is highlighted.