Objectives: The aim of this study was to investigate whether 4 weeks of endurance training could improve tolerance to mental exertion in untrained participants. Design: Longitudinal training study. Methods: Twenty untrained young adults (14 F, 6 M; 27.6 ± 6.2 years) completed a 4-week training protocol in a randomised and counterbalanced order. Baseline and follow-up assessment were conducted over three sessions in the week preceding and following the training period. During session 1, participants completed an incremental maximal ramp test. During sessions 2 and 3 participants completed a 15 min cycling time trial preceded by either a mental exertion or control conditions. Following baseline assessments, participants were randomised into a physical training or placebo group that completed the training intervention thrice weekly over four weeks. Results: The physical training resulted in increase in VO2 peak relative to the placebo group (p = 0.003). Linear Mixed Models utilising the control condition time trial performance as a covariate found the physical training group increased their time trial distance following the mental exertion condition to a greater extent than the placebo group (p = 0.03). RPE during the time trial and perceptual measures of mental exertion did not significantly change between groups (all p > 0.10) although interaction effects were observed when considering the RPE-power output relationship during the time trial. Conclusions: Four weeks of endurance training increased tolerance to mental exertion in untrained participants during a subsequent physical performance, but not during prolonged cognitive performance. This finding suggests that the ability to tolerate mental exertion is trainable in at least some contexts and highlights the far-reaching benefits of endurance training.