Classic cognitive principles posit that we remember what we attend to, but that attention has a limited capacity. Attention is used when engaging in an effortful task, including learning during a lecture. However, attention gradually declines as the lecture length increases due to its limited capacity. Critically, reduced attention during a lecture leads to poorer memory for the material when subsequently tested, and may ultimately reduce academic performance. The current study examined whether acute exercise breaks during an educational lecture enhanced learning. Participants watched a 50-minute lecture while intermittently taking exercise, computer game, or no breaks. Comprehension of the lecture material was tested immediately and after a 48-hour delay. Exercise breaks were most effective at promoting on-task attention throughout the lecture, which translated into improved comprehension compared to cognitive breaks or no break. Exercise breaks during lecture may benefit learning through its positive effects on the stress system. Heightened arousal from an acute bout of aerobic exercise increases stress hormones known to improve attention and memory; increases in epinephrine may improve on-task attention during the lecture and increases in cortisol may improve memory for the lecture material. Further research into the mechanism underlying the benefits of exercise breaks is necessary to optimize classroom implementation.