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While exercise significantly reduces craving for cigarettes, the effect of exercise on self-initiation of quit attempts is less known. Therefore, this randomized pilot study explored the effect of starting an exercise program on self-initiated quit attempts, and also the feasibility and acceptability of a novel exercise intervention, high-intensity interval training (HIIT), as compared with a more traditional continuous aerobic (CA) exercise intervention.Participants smoked (≥5 cigarettes/d), were aged 18 to 40 years, and wanted to increase their exercise. Participants were randomized into 1 of 3 groups: HIIT, CA, and delayed control. All participants attended follow-up visits at weeks 4, 8, and 12. Outcomes included measures of feasibility (eg, visit attendance) and acceptability (eg, satisfaction), and also changes in smoking behavior (eg, quit attempts during follow-up) and proxies to quit attempts (eg, positive affect).Overall, there were no differences in terms of feasibility and acceptability between the HITT (n = 12) and CA (n = 9) groups. Based on both self-report and objective measurement, the exercise groups (HIIT and CA) increased their physical activity as compared with the delayed treatment group (n = 11). Compared with HIIT and delayed control, CA (n = 9) had significant favorable changes in positive affect (eg, at week 8, HIIT: +0.25 ± 2.21, delayed control: −5.11 ± 2.23, CA: +5.50 ± 2.23; P = 0.0153).These observations suggest that HIIT is as feasible and acceptable as CA, though CA may have a more favorable effect on proxies to quit attempts (eg, positive affect). Fully powered studies are needed to examine the effect of HIIT versus CA on quit attempts.