The purpose of this study was to investigate the effect of parental autonomy support on adolescents’ exercise adherence and the combined mediating effects of psychological resilience and coping style. A total of 478 male adolescents were evaluated using the Parental Autonomy Support Scale (PASS), the Connor-Davidson Resilience Scale (CD-RISC), the Coping Inventory for Competitive Sport (CICS), and the Scale of Exercise Adherence (SEA). The combined mediating effects of resilience and coping style were validated through hierarchical regression and bootstrap analysis. The results showed that: (1) parental autonomy support had a significant positive effect on exercise adherence in adolescents; (2) resilience and coping style mediated the relationship between parental autonomy support and exercise adherence. Parental autonomy support can not only directly promote exercise adherence in adolescents, but also indirectly promote it through the combined mediating effects of resilience and coping style. The mediating effect model constructed in this study demonstrates the internal mechanism through which parental autonomous support can have a positive influence on exercise adherence. It provides valuable information that can be used to promote exercise adherence among male Korean adolescents.