The Blue Gym Initiative was created in the UK in 2009 to explore: (1) whether blue space environments might be positively related to human health and well-being; and (2) whether the public could be encouraged to preserve and protect these environments. Whilst the wider initiative considers all blue spaces including inland bodies of water (e.g. lakes, rivers and canals as well as the coasts and oceans), to date the focus has been primarily on marine and coastal environments. In this paper, we provide a brief history of the Blue Gym Initiative, and outline some of the research that has emerged to date. An important early finding was the observation that individuals living near the coast are generally healthier and happier than those living inland; much subsequent work has tried to understand why this might be. More recently we have begun to focus on how to promote pro-marine behaviours (e.g. sustainable fish choice, reduction of plastic use, avoidance of littering). This strand is still very much work in progress but highlights the importance of understanding public awareness, values and attitudes and the power of visualization in communicating the marine sustainability issues. We conclude with a brief discussion of some of the implications of the findings and future research needs.