The purpose of the study was to examine the usage of norepinephrine (NE) and dopamine (DA) in the brain when exercising while simultaneously undertaking cognitive tests. Plasma concentrations of the NE metabolite 3-methoxy 4-hydroxyphenylglycol (MHPG) and the DA metabolite homovanillic acid (HVA) showed a linear increase from rest to exercising at 40% and 80% maximum power output (W.max) while simultaneously undertaking cognitive tasks (random number generation (RNG) and response time). Delta plasma concentrations of MHPG and HVA at each exercise intensity while undertaking cognitive tasks and while exercising without cognitive tasks did not differ. Taking blood samples at 0, 1, 3, and 5 min following cessation of exercise did not affect results. Regression correlations showed that delta MHPG and HVA plasma concentrations at the 1 and 3 min sampling times were strong predictors of delta RNG, response time and movement time. Reaction time at 80% W.max significantly increased, while movement time at 80% W.max significantly decreased. It was concluded that these results provide no support for a direct effect of increased catecholamines concentrations on cognitive performance during exercise. The regression data suggest that there is some relationship between exercise, catecholamines concentrations and cognition.