Exley had an unusual resistance to nitrogen narcosis, and was one of the few divers to survive a open-water dive on simple compressed air. In acting as a safety diver for two divers trying to set an air-only depth record in 1970, Exley reached in salt water, but could go no deeper due to narcosis and the start of blackout (the two record-depth attempting unconscious divers died just out of reach beneath him, and such air-depth records are no longer sought or recorded). During his diving career, he set numerous depth and cave penetration records.