Objective. To determine the effect of a physical exercise training program, “HitSportGame” (HSG), on self-regulation of children with ADHD. Subjects and methods. The participants (N = 44) were children with ADHD aged 8 to 12 years (Mean 10.5 SD 1.4) without comorbidity with other neurodevelopmental disorders. Children were randomized to an experimental group and a wait-list control group. The experimental group participated in the Hit-Sport-Game (HSG) training program thrice a week for 12 weeks. The self-control skills of the participants in both groups were evaluated with the CACIA (Child and Adolescent Self-Control Questionnaire) 1 week before and 1 week after completing the entire intervention. Results. The results showed significant improvements with effect sizes from moderate to large in the scales of personal feedback ( P = .003; η2p = 0.183), criteria self-control ( P = .029; η2p = 0.112), and procedural self-control ( P = .015; η2p = 0.131) after the intervention in the experimental group compared to the control group, which showed no difference on any of these scales. The reward delay scale did not show significant changes associated with the intervention ( P = .104; η2p = 0.059). Conclusions. HitSportGame physical exercise training demonstrated favorable effects on some self-control skills such as personal feedback, criterial self-control and procedural self-control of children with ADHD. However, it did not show any effect on the ability to delay rewards in this population.