Individuals vary greatly in their willingness to select and persist in effortful tasks, even when high-effort will knowingly result in high-reward. Individuals who select and successively complete effortful, goal-directed tasks can be described as industrious. Trying to increase one’s industriousness is desirable from a productivity standpoint, yet intrinsically challenging given that effort expenditure is generally aversive. Here we show that in laboratory rats, a basic physical exercise regimen (20 min/day, five days/week) is sufficient to increase industriousness across a battery of subsequent testing tasks. Exercised rats outperformed their non-exercised counterparts in tasks designed to tax effort expenditure, strategic decision-making, problem solving and persistence. These increases in performance led to quicker reward obtainment and greater reward gain over time, and could not be accounted for simply by increased locomotor activity. Our results suggest that a basic exercise regimen can enhance effortful goal-directed behaviour in goal-directed tasks, which highlights a potential productivity benefit of staying physically active.