The most common and most likely answer to this crossword clue is the 4 letter word YOGA
Y
O
G
A
More clues leading to the result YOGA
- A Gentile may be head over heels in this
- Goya organised course of exercises
- Stuff served with culture hasn't hurt, a relaxing discipline
- Eastern regime brought back torture, any number fleeing
- Immature adult — a Parisian lacking discipline
- Stretching exercises excruciating looking up, position finally lost
- Exercise regime past year set back
- Try dancing to salsa, feet moving for exercise
- Spiritual exercise many do, avoiding karma ultimately?
- Characters in Tokyo gangs attaining spiritual discipline
Buddy explains!

The straight part
We know that "Exercise regime" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case exercise regime = yoga.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.
What does YOGA mean?
YOGA noun- Any of several Hindu or Buddhist disciplines aimed at training the consciousness for a state of perfect spiritual insight and tranquillity; especially a system of exercises practiced to promote control of the body and mind.
- The tree Elaeocarpus joga.