Social anxiety (SA) is one of the most common psychological disorders, with a lifetime prevalence rate of 13%. Further, SA is accompanied by various distressing (e.g., negative emotions, perception of poor social skills) and impairing (e.g., attentional bias, social avoidance) symptoms. Of these symptoms, ruminative self-focus serves as a maintenance factor for SA. For example, a person may have difficulty shifting focus away from threatening internal sensations (e.g., sweating, increased heartrate) to focus on the task at hand (e.g., conversation topic). However, aerobic exercise may serve as a health behavior which limits the impact of this attentional bias and reduces SA overall. Psychophysiological measures of attention (e.g., EEG) can provide objective markers of the salubrious effect of exercise on ruminative self-focus in those with SA. Thus, this study sought to examine the effect of acute aerobic exercise on cognitive performance, internal attentional bias, and behavioral responses in those with high SA and those with low SA. This study recruited 51 participants using an online recruitment system to examine this research question. Results indicated a main effect of ruminative self-focus when comparing high and low SA. Additionally, this study found an exposure or habituation effect of exercise in a social anxiety sample. This indicates exercise may serve as a normalizing effect of interoceptive attention and supports previous literature indicating exercise provides a safe place to experience threatening internal sensations. Research and clinical implications are explored.