Abstract Objective Cognitive reappraisal (CR), as an adaptive emotion regulation strategy, may play a role in transforming affect in a positive direction during or after exercise, thereby supporting physical activity (PA) adherence. The present study aimed to test the associations among PA, CR frequency, and affective response to PA, and further to examine the role of CR on PA behavior through affective response. Methods A cross-sectional study was conducted with a sample of 105 adults, 74 of whom were women, with a mean age of 25.91. Self-report scales were used to measure PA, CR, and affective response to PA. Along with scales, demographic questions on age, sex, and education level were included. Data was collected via an online questionnaire. Results The frequency of CR use was positively associated with affective response, and affective response with PA behavior. Mediation analysis revealed that affective response mediated the relationship between CR and PA. Discussion Results were in the expected direction demonstrating the mediating role of affective response between CR and PA which implies that PA adherence might be facilitated by CR engagement. PA intervention programs should consider implementing CR ability and use frequency improving techniques.