This chapter explores the interplay between exercise intensity and attentional focus, highlighting the role of interoceptive feedback in shaping perceptual and affective responses. Selective attention and modulation are critical facets that shape how individuals allocate cognitive resources during physical activity. Integration of interoceptive feedback influences the way these attentional processes function at varying exercise intensities. During endurance exercise, two broad categories of attentional focus have been identified: association, the monitoring of internal sensory input, and dissociation, which involves diverting attention away from internal sensations toward external stimuli. With increasing exercise intensity, attentional focus shifts toward association, driven by the dominance of interoceptive cues over cognitive factors. We introduce influential theories that explain how this attentional shift critically impacts psychophysical responses and affective states. Neural evidence underscores the role of the dorsolateral prefrontal cortex in affect regulation at moderate to high levels of exercise intensity, with reference to its inhibitory control over the amygdala and other subcortical regions. The dissociative sensory experience associated with audiovisual stimuli may be linked to brain regions that moderate interoceptive awareness, thereby optimizing the exercise experience. This chapter lays the foundation for further exploration into attention-intensity dynamics during different modes of exercise in ecologically valid settings.