Aims: This study aimed to verify whether vigorous exercise is capable of generating mental fatigue. Methods: To do so, 16 young adult male (29.4 ± 5.2 years old) cyclists (5.4 ± 4.6 years of training) underwent three visits: 1) control session (rest); 2) session with cognitive demand (20 minutes of AX-CPT); 3) session with vigorous exercise (10km time trial). Mental fatigue was assessed using the visual analog scale of fatigue in the pre-and post-session moments. A two-way ANOVA of repeated measures followed by the Bonferroni posthoc was used to verify the effect of the condition (control, cognitive demand, and exercise) and time (pre and post) interaction. The paired “t” test was used to compare the delta of mental fatigue (post - pre) of the sessions. The partial eta squared was used to determine the effect size of the variance. The significance adopted was p < 0.05. Results: A condition x time interaction was observed (F (2.30) = 5.349, p = 0.010, partial η2 = 0.263). When comparing the deltas, a mean difference was found between the control and vigorous exercise (p = 0.033) conditions and cognitive demand and vigorous exercise (p = 0.017) conditions. Control and cognitive demand sessions showed no difference (p = 0.801). Conclusion: The findings suggest that intense physical exercise seems to cause mental fatigue after practice.