Individuals with stressful occupations, such as law enforcement and military personnel, are required to operate in high stakes environments that can be simultaneously physically and emotionally demanding. These individuals are tasked with maintaining peak performance under stressful and often unpredictable conditions, exerting high levels of cognitive control to sustain attention and suppress task-irrelevant actions. Previous research has shown that physical and emotional stressors differentially influence such cognitive control processes. For example, physical stress impairs while emotional stress facilitates the ability to inhibit a prepotent response, yet, interactions between the two remain poorly understood. Here we examined whether emotional stress induced by threat of unpredictable electric shock mitigates the effects of physical stress on response inhibition. Participants performed an auditory Go/NoGo task under safe versus threat conditions while cycling at high intensity (84% HRmax) for 50 min. In threat conditions, participants were told they would receive mild electric shocks that were unpredictable and unrelated to task performance. Self-reported anxiety increased under threat versus safe conditions, and perceived exertion increased with exercise duration. As predicted, we observed decrements in response inhibition (increased false alarms) as exertion increased under safe conditions, but improved response inhibition as exertion increased under threat conditions. These findings are consistent with previous work showing that anxiety induced by unpredictable threat promotes adaptive survival mechanisms, such as improved vigilance, threat detection, cautious behavior, and harm avoidance. Here, we suggest that emotional stress induced by unpredictable threat can also mitigate decrements in cognitive performance experienced under physically demanding conditions. (PsycINFO Database Record (c) 2019 APA, all rights reserved).