The purpose of the study was to compare affective and motivational responses to exercise performed at self-selected and prescribed intensity [close to ventilatory threshold (VT)] between physically active and sedentary women. Following a graded exercise test, the women completed two 30 min bouts of treadmill exercise (on separate days, order counterbalanced). Intensity was prescribed in one session and self-selected in the other. Exercise intensity, exercise-efficacy, perceived competence, autonomy and affective responses were assessed. Results showed that the active women self-selected to exercise at a significantly higher %HRpeak than their sedentary counterparts but, importantly, both groups exercised close to their VT. The order of conditions influenced affective and motivational responses. The active women experienced more positive affect during exercise and greater competence than sedentary women when the self-selected condition was completed first. Autonomy was higher for the self-selected condition. Self-efficacy and competence were higher in the active women. Differences in self-efficacy perceptions before the exercise depended on which condition was completed first. In conclusion, sedentary women felt relatively positive in the self-selected condition but would benefit from familiarization and experience with exercise to enhance their self-efficacy and competence.