This study compared training load and ratings of perceived exertion (RPE) during resistance training (RT) and aerobic training (AT) sessions at self-selected intensity. Participants were 54 recreationally trained subjects assigned to either RT or AT groups. During RT, participants performed three sets of 10 repetitions of each exercise at a self-selected intensity (load). After RT completion, participants performed one repetition maximum (1RM) and 10RM tests. During AT, participants performed a treadmill exercise at a self-selected intensity and duration (velocity and time). After AT completion, participants performed a treadmill maximal exercise test using a ramp protocol. During RT, subjects chose an intensity (43.6%–60.2% 1RM) below typical training recommendations, and RPE increased in successive exercise sets. During AT, participants chose an intensity (83.9% Heart Ratepeak) in line with typical training recommendations, and RPE increased from the first to second quartile of the session (from a mean of 3.9, standard deviation [SD] = 1.7 to a mean of 5.4, SD = 1.7; p < .05) and remained stable thereafter. These recreationally trained participants self-selected lower RT intensities than are typically recommended for strength and hypertrophy increases (>67% 1RM) and AT intensities in line with typically recommended intensity (64%–95% HRmax) for cardiovascular fitness increases. Thus, for recreational trained individuals to perform RT at recommended intensities, specific instruction will be required.