Purpose: To evaluate exercise-induced analgesia (EIA) effectiveness in healthy adolescent males and to investigate possible associations between EIA and physiological/psychological variables. Methods: Twenty-eight healthy adolescent males (14–17 y) participated in this study. EIA was evaluated by comparing perceptions of heat pain stimulations before and after an increasing maximal load test on a cycle ergometer (VO2max). Results: Pain intensity for mild and strong heat pain stimulations significantly decreased following physical exercise (mild: EIA = 28.6%; 95% confidence interval, 0.9–1.9; P < .001 and strong: EIA = 11.3%; 95% confidence interval, 0.3–1.4; P = .002). The number of physical activity hours per week was positively correlated with the effectiveness of EIA for mild and strong pain intensity (r = .41, P = .03 and r = .43, P = .02, respectively). Conclusions: Intense physical exercise decreases perception of intensity of experimental heat pain in healthy adolescent males. The least physically active adolescents have reduced EIA effectiveness to experimental heat pain stimulations compared with physically active ones. Adolescents adopting an active lifestyle have more endogenous pain inhibition and could, therefore, potentially be less disposed to suffer from chronic pain later in life.