The attentional focus of an athlete or recreational exerciser may influence performance outcomes during running. The present study used an experimental approach to manipulate the associative attentional focus of regular exercisers (n = 21) as they ran on a treadmill at 75% of Vmax. Participants focused their attention on their breathing, running movements, the distance travelled, or under no specific instructions (control). A focus on distance travelled produced the lowest respiration frequency, and a focus on running movements produced the lowest VO2 consumption. The distance focus was also rated as one of the least difficult and most preferred strategies. Mood states and enjoyment of exercise did not differ across the conditions. The results suggest that the attentional focus that an individual adopts can improve physiological performance outcomes during running without any negative psychological cost. The attentional focus may, thus, be an important factor in the advice that psychologists give to competitive athletes and recreational exercisers.