The primary purpose of this study was to develop a measure to assess negative attentional bias toward changes in bodily sensations during exercise and to examine the reliability and validity of that measure. A secondary purpose was to develop a measure to assess tendencies toward rumination about the changes in bodily sensations and tendencies to have escape thoughts with regard to the exercise bout. While global measures of anxiety, rumination, and escape thoughts already exist, the advantage of these newly developed measures is that they are context specific to exercise. Participants in this study consisted of 329 undergraduate students. The mean age for the participants was 19.94. Participants were given, via an online survey, two newly created measures as well as established measures of neuroticism, pessimism, trait anxiety, and current exercise habits. The two newly created measures yielded reliable scores via examination of internal consistency. The results also demonstrated that the newly created context specific measures correlated significantly with global measures of neuroticism, pessimism, and trait anxiety; evidence for convergent validity. Last, the new measures correlated more strongly with current exercise habits than the global measures; evidence for convergent-divergent validity.