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<h4>Background</h4>Evidence suggests a single bout of exercise can improve cognitive control. However, many studies only include assessments after exercise. It is unclear whether exercise changes as a result, or in anticipation, of exercise.<h4>Objective</h4>To examine changes in cognitive control due to moderate aerobic exercise, and anticipation of such exercise.<h4>Methods</h4>Thirty-one young healthy adults (mean age 22 years; 55% women) completed three conditions (randomized order): 1) exercise (participants anticipated and completed exercise); 2) anticipation (participants anticipated exercise but completed rest); and 3) rest (participants anticipated and completed rest). Cognitive control was assessed with a modified Flanker task at three timepoints: (1) early (20 min pre-intervention, pre-reveal in anticipation session); (2) pre-intervention (after reveal); and (3) post-intervention. An accuracy-weighted response time (RTLISAS) was the primary outcome, analyzed with a linear mixed effects modeling approach.<h4>Results</h4>There was an interaction between condition and time (p = 0.003) and between session and time (p = 0.015). RTLISAS was better post-exercise than post-rest and post-deception, but was similar across conditions at other timepoints. RTLISAS improved across time in session 1 and session 2, but did not improve over time in session 3. There were also main effects of condition (p = 0.024), session (p = 0.005), time (p<0.001), and congruency (p<0.001).<h4>Conclusions</h4>Cognitive control improved after moderate aerobic exercise, but not in anticipation of exercise. Improvements on a Flanker task were also observed across sessions and time, indicative of a learning effect that should be considered in study design and analyses.