Aerobic exercise enhances the ability to sustain attention (peaking at moderate intensities) by stimulating noradrenergic activity, which affects the fronto-parietal attention network. Prior exercise studies examining attention have focused on the influence of exercise intensity, yet few studies have examined the influence of the type of exercise protocol administered. Here, we propose that sustained attention is greater during (a) moderate compared to low intensity exercise, and (b) moderate intensity exercise administered at a varied-load compared to a constant-load but the same overall intensity. To test this hypothesis, we recorded attentional focus in twelve male cyclists during a sustained attention to response task (SART) in four conditions; at rest, and during exercise at a low constant-, moderate constant- and moderate varied-load intensity. The change in α-amylase (indicative of the noradrenergic response) from saliva samples and activation of the right prefrontal and parietal cortices using near-infrared spectroscopy were recorded. The findings revealed that moderate intensity exercise at a constant-load leads to faster responses and less accuracy in the SART than rest and low intensity exercise. Moderate intensity exercise at a variable-load leads to even faster responses but with no loss of accuracy in the SART. This pattern of results is explained by a larger increase in salivary α-amylase during moderate (constant and varied) intensity cycling and higher activation in the dorso-lateral prefrontal cortex during the varied, but not the constant-load condition. In conclusion, we show that, in addition to exercise intensity, the type of exercise also has important implications upon attentional focus. While moderate intensity exercise generally enhances attentional focus, monotonous exercise at a constant-load may mask such benefits.