We examined independent and combined influences of asynchronous music and dominant attentional style (DAS) on psychological and psychophysical variables during exercise using mixed methods. Participants (N = 34) were grouped according to DAS and completed treadmill runs at three intensities (low, moderate, high) crossed with three music conditions (motivational, oudeterous, no-music control). State attentional focus shifted from dissociative to associative with increasing intensity and was most aligned with DAS during moderate-intensity exercise. Both music conditions facilitated dissociation at low-to-moderate intensities. At high exercise intensity, both music conditions were associated with reduced RPE among participants with an associative DAS. Dissociators reported higher RPE overall during moderate and high intensities. Psychological responses were most positive in the motivational condition, followed by oudeterous and control. Findings illustrate the relevance of individual differences in DAS as well as task intensity and duration when selecting music for exercise.