A brief, group cognitive behavioural therapy with running as the interoceptive exposure (IE; exposure to physiological sensations) component was effective in decreasing anxiety sensitivity (AS; fear of arousal sensations) levels in female undergraduates (Watt et al., Anxiety and Substance Use Disorders: The Vicious Cycle of Comorbidity, 201-219, 2008). Additionally, repeated exposure to running resulted in decreases in cognitive (i.e., catastrophic thoughts) and affective (i.e., feelings of anxiety) reactions to running over time for high AS, but not low AS, participants (Sabourin et al., "Physical exercise as interoceptive exposure within a brief cognitive-behavioral treatment for anxiety-sensitive women", Journal of Cognitive Psychotherapy, 22:302-320, 2008). A follow-up study including the above-mentioned intervention with an expanded IE component also resulted in decreases in AS levels (Sabourin et al., under review). The goals of the present process study were (1) to replicate the original process study, with the expanded IE component, and (2) to determine whether decreases in cognitive, affective, and/or somatic (physiological sensations) reactions to running would be related to decreases in AS. Eighteen high AS and 10 low AS participants completed 20 IE running trials following the 3-day group intervention. As predicted, high AS participants, but not low AS participants, experienced decreases in cognitive, affective, and somatic reactions to running over time. Furthermore, decreases in cognitive and affective, but not in somatic, reactions to running were related to decreases in AS levels. These results suggest that the therapeutic effects of repeated exposure to running in decreasing sensitivity to anxiety-related sensations are not related to decreasing the experience of somatic sensations themselves. Rather, they are related to altering the cognitive and affective reactions to these sensations.