This study assessed whether exercising whilst viewing natural or built scenes affected self-esteem (SE) and mood in adolescents. Twenty-five adolescents participated in three exercise tests on consecutive days. A graded exercise test established the work rate equivalent to 50% heart rate reserve for use in subsequent constant load tests (CLTs). Participants undertook two 15-min CLTs in random order viewing scenes of either natural or built environments. Participants completed Rosenberg's SE scale and the adolescent profile of mood states questionnaire pre- and post-exercise. There was a significant main effect for SE (F(1) = 6.10; P < 0.05) and mood (F(6) = 5.29; P < 0.001) due to exercise, but no effect of viewing different environmental scenes (P > 0.05). Short bouts of moderate physical activity can have a positive impact on SE and mood in adolescents. Future research should incorporate field studies to examine the psychological effects of contact with real environments.