"Let your gun therefore be your constant companion of your walks."
Jefferson considered carrying a gun with him a great form of exercise, which he wrote in a 1785 letter to his 15-year-old nephew, Peter Carr. Just before this quote in the letter, he explains why: "While this gives a moderate exercise to the body, it gives boldness, enterprize, and independance to the mind." (And, yes, those are Jefferson's spellings.)
As for why he would suggest bringing a gun on a walk, Cornell says Jefferson probably wasn't worried about crime. "His worry is most definitely about slave rebellion."
Ah another touchy topic for our contradictory third prez, who, in theory, wanted to free slaves, just not his own.