High levels of physical conditioning are associated with improvements in cognitive performance. In this sense, electroencephalographic (ECG) correlates are used to investigate the enhancing role of physical exercise on executive functions. Oscillations in the β frequency range are proposed to be evident during sensorimotor activity. To investigate the ECG changes influenced by aerobic and resistance exercises performed in an attention task by analyzing the differences in absolute β power in the prefrontal and frontal regions before, during, and after the oddball paradigm in practitioners and nonpractitioners of physical exercise. There were 15 physical activity practitioners (aged 27 ± 4.71) and 15 nonpractitioners (age 28 ± 1.50) recruited. A two-way analysis of variance (ANOVA) was implemented to observe the main effect and the interaction between groups and moments (rest 1, pre-stimulus, and rest 2). An interaction between group and moment factors was observed for Fp1 (p < 0.001); Fp2 (p = 0.001); F7 (p < 0.001); F8 (p < 0.001); F3 (p < 0.001); Fz (p < 0.001); and F4 (p < 0.001). Electrophysiological findings clarified exercisers' specificity and neural efficiency in each prefrontal and frontal subarea. Our findings lend support to the current understanding of the cognitive processes underlying physical exercise and provide new evidence on the relationship between exercise and cortical activity.