The aim of the present study was to know the effects of a session of physical aerobic exercise on the electrical cerebral activity during the resolution of a test of supported attention. For it 14 university students were evaluated males, who solved a test of attention before and after an intervention of 30 minutes of physical aerobic exercise. To register his cerebral activity brain-interface was in use the device Emotiv Epoc (R). There analyzed the records of the frontal, temporal and occipital lobe in the range of frequency from 13 to 30 Hz (beta wave). The results show values of indexes of minor Hurst to 0,5 what shows an antipersistent activity, that is to say, the activity of the brain changes second to second during the resolution of the test, situation that happens before and after the physical exercise. The subjects tend to have a low number of correlations between the brain regions studied and it seems that exercise allows to maintain an independent work of different regions of the cortex, improving performance in sustained attention’s problems.