Executive functioning and attention require mental effort. In line with the resource conservation principle, we hypothesized that mental effort would be saved when individuals expected to exercise for a long period. Twenty-two study participants exercised twice on a cycle ergometer for 10 min at 60% of their maximal aerobic power, with the expectation of exercising for either 10 min or 60 min. Changes in activity in the right dorsolateral prefrontal cortex (rdlPFC) and right medial frontal cortex (rmPFC) were investigated by measuring oxyhemoglobin using near-infrared spectroscopy. Attentional focus and ratings of perceived exertion were assessed at three time points (200, 400, and 600 s). The oxyhemoglobin concentration was lower in the rdlPFC and higher in the rmPFC under the 60-min than under the 10-min condition. Also, attention was less focused in the 60-min than in the 10-min condition. We discuss these results as possible evidence of a disengagement of the brain regions associated with mental effort (executive network), in favor of brain regions linked to resting activity (the default network), in order to save mental resources for the maintenance of exercise.