Music making has a number of beneficial effects for motor tasks compared to passive music listening. Given that recent research suggests that high energy musical activities elevate positive affect more strongly than low energy musical activities, we here investigated a recent method that combined music making with systematically increasing physiological arousal by exercise machine workout. We compared mood and anxiety after two exercise conditions on non-cyclical exercise machines, one with passive music listening and the other with musical feedback (where participants could make music with the exercise machines). The results showed that agency during exercise machine workout (an activity we previously labeled jymmin – a cross between jammin and gym) had an enhancing effect on mood compared to workout with passive music listening. Furthermore, the order in which the conditions were presented mediated the effect of musical agency for this subscale when participants first listened passively, the difference in mood between the two conditions was greater, suggesting that a stronger increase in hormone levels (e.g., endorphins) during the active condition may have caused the observed effect. Given an enhanced mood after training with musical feedback compared to passively listening to the same type of music during workout, the results suggest that exercise machine workout with musical feedback (jymmin) makes the act of exercise machine training more desirable.