Many people have taken up running and walking so that they will be able to exercise when they are traveling. Remember just because you are away from home doesn't mean you can let your guard down when you exercise.
Check with the hotel staff or concierge to find safe routes for exercise. If there is not an acceptable place to exercise outdoors, see if the hotel can arrange access to a health club or gym.
Become familiar with your exercise course before you start. Get a map and study it.
Remember the street address of the hotel. Carry a card with your hotel address along with your personal ID.