Regular participation in physical activity is associated with a variety of health benefits and a reduction in diverse chronic diseases. However, empirical studies have shown that about 50% of the participants in exercise programs drop out during the first six months. One strategy to increase regular physical activity would be to promote positive feelings during exercise. The purposes of this experimental study were a) to investigate whether the affective states can be influenced by specific interventions and b) to link these changes in affective states to exercise adherence. The trainers of the experimental group were instructed to promote positive emotions (e.g. pleasure and fun) during exercise according to specific principles. The trainers of the control group were instructed to comply with the recommendations of the American College of Sports Medicine. 24 participants in the experimental group and 17 participants in the control group were recruited for this study. The results of the repeated measures analyses of variance provide a significant time by group interaction suggesting that participants of the intervention group increased their affective ratings significantly compared to the control group. The results of the hierarchical regression analyses support the hypothesis that the changes in affective ratings related to exercise mediated the effects of intervention on physical activity adherence. This study provides evidence that affective states during exercise can be systematically influenced to increase physical activity adherence. Principles on how to increase positive affective judgments related to exercising can be drawn from this study and eventually be used in order to promote regular physical activity among a large part of the population.