Previous studies showed that socially anxious individuals tend to have problems with facial expression processing, especially negative expressions. The present study aimed to investigate whether/how acute aerobic exercise intervention affects the emotional evaluation of socially anxious individuals. Participants needed to rate the emotional valence of facial expressions (happy, neutral, angry) on a 7-point Likert scale (from entirely negative to entirely positive) after 30 min of moderate-intensity aerobic exercise and rest interventions on separate days. Results showed a significant decrease in the valence rating of happy faces (i.e., less positively) and a significant increase in the valence rating of angry faces (i.e., less negatively) after acute aerobic exercise as compared with after rest for the social anxiety group. In contrast, there was no significant difference between the two intervention conditions for the control group. These results showed that acute aerobic exercise effectively moderates the emotional valence rating of facial expressions in socially anxious individuals, decreasing the emotion evaluation of facial expressions.