This study explores whether inactive individuals can experience flow, a rewarding, psychological state, during an exercise intervention and if there are differences according to the type of intervention they perform. Furthermore, the study investigates if experiencing flow is connected to physiological improvements attained during the exercise intervention. The 12‐ to 16‐week interventions included six randomized intervention groups, two female and four male groups performing continuous running, football, interval running and strength training. The results indicate that all six randomized exercise intervention groups experience rather high levels of flow regardless of whether the intervention is a team or individual sport. Differences in experiencing flow, worry and exertion as well as physiological improvements could be found for the different types of sports and the two genders, with the male football group having the highest score for physiological improvement and the lowest score for worry. A connection between experiencing flow and physiological improvement could not be found. Future research should investigate the influence that the participant's gender and also the type of sport have on experiencing flow, worry and perceived exertion. Furthermore, it should be investigated whether experiencing flow is linked to the long‐term compliance of regular physical activity. © 2010 John Wiley & Sons A/S