In the mid-to-late 1980s, Piscopo had an interest in bodybuilding. He first got involved with the sport when he was doing impressions of Bruce Springsteen on "Saturday Night Live", and then became a muscle-building enthusiast. He appeared on the cover of "Muscle & Fitness" magazine in April 1988 and June 1990. In the latter issue, he said, "Some people in Hollywood think I'm nuts with this bodybuilding stuff. They'll say, 'You're getting too big. You'll hurt your career.' But they don't understand that high that comes from a workout, the challenge, and the personal victory."