Exercise has beneficial effects on emotional cognitive control for the majority of the population. However, the impact of exercise on cognitive processes in perimenopausal women remains unclear. Therefore, this study investigated the effect of aerobic exercise on the cognitive processes of perimenopausal women using an emotional Stroop task (EST). Method: A quasi-experimental pilot study was conducted involving 14 perimenopausal women (Peri-MG) and 13 healthy young women (YG) who completed an EST before and after an aerobic cycling exercise. Mixed-effects models for repeated measures were used to analyze reaction times (RTs) and error rates (ERs) during emotional word processing (positive, negative, and neutral) for both groups. Results: Compared with the YG, the Peri-MG showed significantly shortened RTs for positive and negative emotions (p < 0.05) post-exercise, but not for neutral words. In addition, the Peri-MG exhibited significantly increased ERs for negative words at baseline compared with the YG (p < 0.05), but this difference was not observed during the post-exercise test. Conclusion: The findings suggest that aerobic exercise can enhance executive control performance in perimenopausal women. The Peri-MG exhibited marked behavioral plasticity in the form of reduced bias to salient cues that were significantly more sensitive to alterations due to exercise. This new evidence enhances the understanding of emotional vulnerability and beneficial susceptibility to exercise in perimenopausal women.