Immersive environments induced by audiovisual stimuli are hypothesised to facilitate the control of movements and ameliorate fatigue-related symptoms during exercise. The objective of the present study was to investigate the effects of pleasant and unpleasant audiovisual stimuli on perceptual and psychophysiological responses during moderate-intensity exercises performed on an electromagnetically braked cycle ergometer. Twenty young adults were administered three experimental conditions in a randomised and counterbalanced order: unpleasant stimulus (US; e.g. images depicting laboured breathing); pleasant stimulus (PS; e.g. images depicting pleasant emotions); and neutral stimulus (NS; e.g. neutral facial expressions). The exercise had 10 min of duration (2 min of warm-up + 6 min of exercise + 2 min of warm-down). During all conditions, the rate of perceived exertion and heart rate variability were monitored to further understanding of the moderating influence of audiovisual stimuli on perceptual and psychophysiological responses, respectively. The results of the present study indicate that PS ameliorated fatigue-related symptoms and reduced the physiological stress imposed by the exercise bout. Conversely, US increased the global activity of the autonomic nervous system and increased exertional responses to a greater degree when compared to PS. Accordingly, audiovisual stimuli appear to induce a psychophysiological response in which individuals visualise themselves within the story presented in the video. In such instances, individuals appear to copy the behaviour observed in the videos as if the situation was real. This mirroring mechanism has the potential to up-/down-regulate the cardiac work as if in fact the exercise intensities were different in each condition.