Physical exercise offers many health benefits, with substantial evidence supporting its positive impact on affective symptoms. An intriguing yet underexplored mechanism associated with this effect is the enhancement of interoception - the ability to perceive internal bodily sensations. We investigated the effects of long-term aerobic exercise on interoceptive accuracy (IAcc), interoceptive confidence (ICon) and symptoms of depression and anxiety. Physically inactive young adult participants were randomly assigned to either an Experimental (n = 32) or a passive Control group (n = 30). The Experimental group completed a 12-week cycling ergometer program, with the first 6 weeks consisting of moderate-intensity continuous training (MICT) followed by 6 weeks of moderate to high-intensity interval training (MIIT). IAcc and ICon was assessed through a heartbeat counting task, while symptoms of depression and anxiety were evaluated using self-reported questionnaires at baseline and after 6 and 12 weeks of intervention. The results showed a significant improvement in IAcc, ICon and affective symptoms in the Experimental group after 6 weeks of MICT compared to baseline. However, the transition to MIIT did not produce further gains. No beneficial changes in IAcc, ICon or affective symptoms were observed in the passive Control group throughout the intervention. The study highlights exercise’s potential to improve interoception in physically inactive young adults and to enhance emotional well-being by improving affective symptoms. Given the increasing physical inactivity among healthy individuals, our findings may contribute to preventing the adverse consequences of such a lifestyle.