Sensory interventions refer to a subset of extrinsic strategies designed to enhance the exercise environment, by directly targeting one or more of an exerciser’s sensory systems (e.g., auditory, visual). In this chapter, we review recent work exploring the application of sensory interventions to improve exercise tolerance, which concerns the ability to continue exercising at an imposed intensity, even when the activity becomes uncomfortable or unpleasant. We begin with an overview of exercise tolerance, and we draw upon recent theory to describe the dynamic between exercise session characteristics, tolerance levels, and affective responses. We then provide readers with a comprehensive review of the most frequently employed sensory interventions used to improve exercise tolerance. These are categorized as auditory, auditory and visual, and olfactory and gustatory sensory interventions. We then describe psychophysiological assessments that can be used to validate the efficacy of sensory interventions. Specifically, we focus on measures of heart rate variability (HRV), electroencephalography (EEG), and functional near-infrared spectroscopy (fNIRS). The concluding section reiterates key messages from the extant literature and provides the scientist-practitioner with a set of evidence-based recommendations.