It is well known that endurance exercise modulates the cardiovascular, pulmonary, and musculoskeletal system. However, knowledge about its effects on brain function and structure is rather sparse. Hence, the present study aimed to investigate exercise-dependent adaptations in neurovascular coupling to different intensity levels in motor-related brain regions. Moreover, expertise effects between trained endurance athletes (EA) and active control participants (ACP) during a cycling test were investigated using multi-distance functional near-infrared spectroscopy (fNIRS). Initially, participants performed an incremental cycling test (ICT) to assess peak values of power output (PPO) and cardiorespiratory parameters such as oxygen consumption volume (VO2max) and heart rate (HRmax). In a second session, participants cycled individual intensity levels of 20, 40, and 60% of PPO while measuring cardiorespiratory responses and neurovascular coupling. Our results revealed exercise-induced decreases of deoxygenated hemoglobin (HHb), indicating an increased activation in motor-related brain areas such as primary motor cortex (M1) and premotor cortex (PMC). However, we could not find any differential effects in brain activation between EA and ACP. Future studies should extend this approach using whole-brain configurations and systemic physiological augmented fNIRS measurements, which seems to be of pivotal interest in studies aiming to assess neural activation in a sports-related context.