Relative to the control phase, participants who exercised showed significant improvement in self-regulatory capacity as measured by an enhanced performance on the visual tracking task following a thought-suppression task. During the regulatory exercise phase, participants also reported significant decreases in perceived stress, emotional distress, smoking, alcohol and caffeine consumption, and an increase in healthy eating, emotional control, maintenance of household chores, attendance to commitments, monitoring of spending and an improvement in study habits. The control phase showed no systematic changes in performance on the visual tracking task across sessions. Reports of perceived stress, emotional distress and regulatory behaviours were also stable across sessions.