A growing body of work suggests that obese adults are less likely to adhere to exercise than normal-weight adults because they experience greater levels of discomfort and distress during exercise sessions. The present study introduces and provides a preliminary test of the hypothesis that the distress experienced during exercise among persons with elevated body mass index is particularly high among those who fear somatic arousal (i.e. elevated anxiety sensitivity [AS]). Young adults were randomly assigned to complete 20 min of treadmill exercise (at 70% of their age-adjusted predicted maximum heart rate) or 20 min of rest. Body mass, AS, and negative affect were measured at baseline, and fear was measured at 4-min intervals during the experimental phase. Consistent with the authors' hypothesis, there was a significant Exercise x BMI x ASI interaction (sr(2) = .08), suggesting that the greatest fear levels during exercise were observed among participants with high body mass, but only if they also had elevated AS. These findings offer a new approach for identifying specific vulnerable individuals and have clear clinical implications, given that the amplification factor of AS can be modified with clinical intervention.