Physical activity may regulate affective experiences at work, but controlled studies are needed and there has been a reliance on retrospective accounts of experience. The purpose of the present study was to examine the effect of lunchtime walks on momentary work affect at the individual and group levels. Physically inactive employees (N = 56; M age = 47.68; 92.86% female) from a large university in the UK were randomized to immediate treatment or delayed treatment (DT). The DT participants completed both a control and intervention period. During the intervention period, participants partook in three weekly 30-min lunchtime group-led walks for 10 weeks. They completed twice daily affective reports at work (morning and afternoon) using mobile phones on two randomly chosen days per week. Multilevel modeling was used to analyze the data. Lunchtime walks improved enthusiasm, relaxation, and nervousness at work, although the pattern of results differed depending on whether between-group or within-person analyses were conducted. The intervention was effective in changing some affective states and may have broader implications for public health and workplace performance.