The purpose of this study was to investigate the relationships of implicit associations and explicit evaluations with affective responses during an aerobic exercise session, physical activity, and sedentary behavior in adults. Fifty adults (70% women; median age = 31 years; 25th, 75th percentiles: 24.50, 40.50 years old; body mass index = 25.29 ± 4.97 kg/m²) not engaged in regular physical activity completed an implicit association test and a questionnaire of explicit evaluations and wore an accelerometer for 7 days. After the 7-day period, the participants performed 30 min of moderate-intensity aerobic exercise. Every 5 min, the affective response and the perception of effort were recorded. Participants who had more positive implicit associations toward physical activity (vs. sedentary behavior) reported higher affective responses during exercise and engaged in more moderate to vigorous physical activity. Encouraging pleasant physical activity may act to partially improve future physical activity through automatic motivational processes.