Background <p>Physical exercise (PE) and median nerve stimulation (MNS) are powerful non-pharmacological tools to control pain. However, the effects of concurrent use of these two techniques have not yet been explored. Therefore, combining the two treatments could increase their respective effects on pain control. We aimed to test whether MNS, using a novel algorithm that varies intensity and frequency of stimulation, combined with PE modulates pain and physical activity performance.</p> Methods <p>Twenty-four healthy adults participated in this double-blinded, randomized, cross-over trial. Each participant underwent a control, sham and active randomized median nerve stimulation (rMNS). rMNS was applied for 20&#xa0;min at rest and then for 10&#xa0;min during the warm-up period on the treadmill. Pain tests were performed at three time-points; at baseline (T0), after stimulation (T1) and after the PE (T2). In addition, during PE, the perceived exertion and pain sensation were assessed.</p> Results <p>We found a significant difference in the delta (T1 minus T2) between the active and the sham (<i>p</i> = 0.039) and between the active and the control (<i>p</i> = 0.041) for pressure pain threshold (PPT) on the left hand; pain thresholds being higher in the active group. Pain sensation during PE was lower for the active compared to the control group (<i>p</i> = 0.036). No other differences were identified.</p> Conclusions <p>Our findings suggest a modest effect of MNS on pain perception during PE and a supplementary effect of rMNS combined with PE on PPT. Although the results are limited, this study investigates a novel approach to analyze the concurrent effect of two techniques that modulate the pain.</p>