ABSTRACT Introduction: Activity breaks or physical exercise interventions in schools are linked to better cognitive function in adolescents. However, few studies have evaluated the relationship between physical exercise and cognition in rural schools, where drop-out levels tend to be higher and academic achievement lower. Objective: To analyze the effects of a physical exercise class (PE) on subsequent academic performance of students, and how they felt during mathematics (MATH) and Portuguese language (PL) tests. Methods: Thirty-six students (14.9 ± 1.5 years) randomly carried out 30 min of PE, performed at 74.3 ± 11.8%HRmax, while a control group (CON) remained seated watching a movie, prior to the tests (PE-MATH; PE-PL; CON-MATH; CON-PL). Results: The PE-MATH group presented higher scores (5.3 ± 2.2) than the CON-MATH group (4.0 ± 2.2). The tests were completed more quickly in PE-PL (7.8 ± 3.3 minutes) than in CON-PL (10.5 ± 4.2 minutes). The number of correct answer per minute was higher in PE-MATH and PE-PL (0.52 ± 0.25; 0.64 ± 0.51) than in CON-MATH and CON-PL (0.35 ± 0.19; 0.41 ± 0.41). Furthermore, 38.9% of PE-MATH felt more focused during the test, while only 16.7% of CON-MATH felt more focused. During the Portuguese language test, 27.8% of CON-PL complained of greater apprehensiveness, compared to 8.3% for PE-PL. Also, 36.1% reported feeling fatigued during PL after PE, compared to 8.3% in the CON-PL group. Conclusions: PE improved the adolescents' academic performance. Despite feeling fatigue, more students who performed physical exercise felt less apprehensive and more focused during the tests after PE. Level of evidence I; STARD: studies of diagnostic accuracy.