Numerous studies have investigated the relationship between the built environment and physical activity. However these studies assume that these relationships are invariant over space. In this study, we introduce a novel method to analyze the association between access to recreational facilities and exercise allowing for spatial heterogeneity. In addition, this association is studied before and after controlling for crime, a variable that could explain spatial heterogeneity of associations. We use data from the Chicago site of the Multi-Ethnic Study of Atherosclerosis of 781 adults aged 46 years and over. A spatially varying coefficient Tobit regression model is implemented in the Bayesian setting to allow for the association of interest to vary over space. The relationship is shown to vary over Chicago, being positive in the south but negative or null in the north. Controlling for crime weakens the association in the south with little change observed in northern Chicago. The results of this study indicate that spatial heterogeneity in associations of environmental factors with health may vary over space and deserve further exploration