Many adolescents do not meet public health recommendations for moderate-to-vigorous physical activity (MVPA). In studies of variables influencing adolescent MVPA, one that has been understudied is the affective response to exercise. We hypothesized that adolescents with a more positive affective response to acute exercise would be more active. Adolescents (N = 124; 46% male) completed two 30-min exercise tasks (above and below the ventilatory threshold [VT]), and wore ActiGraph accelerometers for 6.5 ± 0.7 days. Affective valence was assessed before, during, and after each task. A more positive affective response during exercise below the VT was associated with greater participation in MVPA (p < .05). The results are consistent with the hypothesis that individuals who have a more positive affective response to exercise will engage in more MVPA. To promote greater participation in MVPA among adolescents, programs should be designed to facilitate a positive affective experience during exercise.