This study was conducted to determine the effect of acute aerobic exercise on executive function in children with attention deficit hyperactivity disorder (ADHD). Forty children with ADHD were randomly assigned into exercise or control groups. Participants in the exercise group performed a moderate intensity aerobic exercise for 30 min, whereas the control group watched a running/exercise-related video. Neuropsychological tasks, the Stroop Test and the Wisconsin Card Sorting Test (WCST), were assessed before and after each treatment. The results indicated that acute exercise facilitated performance in the Stroop Test, particularly in the Stroop Color-Word condition. Additionally, children in the exercise group demonstrated improvement in specific WCST performances in Non-perseverative Errors and Categories Completed, whereas no influences were found in those performances in the control group. Tentative explanations for the exercise effect postulate that exercise allocates attention resources, influences the dorsolateral prefrontal cortex, and is implicated in exercise-induced dopamine release. These findings are promising and additional investigations to explore the efficacy of exercise on executive function in children with ADHD are encouraged.