Abstract: In order to promote female students’ autonomous and active participation in physical exercise, the paper, by adopting Needs of Physical Exercise Scale (NPES), Task Orientation and Ego Orientation Scale in Sport (TESS), conducts an investigation of 1488 female students in the framework of "Hierarchy of Needs Theory" and "Achievement Goal Orientation Theory" to explore the causal relationship between the three of physical exercise needs, goal orientation, behavior. It then constructs the physical exercise "Need - Goal Orientation - Behavior" relational model of female students. The results show that female students' physical exercise exhibits some characteristics such as multiple-dimension need, higher ego orientation motivation and low exercise amount. Each dimension of physical exercise needs and goal orientation is significantly associated with physical exercise behavior. Task orientation is closely related with the high level of need, while ego orientation, the low level of need. SEM shows that female students' goal orientation (task orientation or ego orientation) have mediating effects partly on physical exercise needing to explain the behavior with the effective size amounting to 16.67%.