In the current work we asked whether executive function, as measured by tests of working memory capacity, might benefit from an acute bout of exercise and, more specifically, whether individuals who are lower or higher in working memory to begin with would be more or less affected by an exercise manipulation. Healthy adults completed working memory measures in a nonexercise (baseline) session and immediately following a 30-min self-paced bout of exercise on a treadmill (exercise session). Sessions were conducted 1 week apart and session order was counterbalanced across participants. A significant Session X Working Memory interaction was obtained such that only those individuals lowest in working memory benefited from the exercise manipulation. This work suggests that acute bouts of exercise may be most beneficial for healthy adults whose cognitive performance is generally the lowest, and it demonstrates that the impact of exercise on cognition is not uniform across all individuals.