This study aimed to examine the impact of exercise on Go/No-Go task behavioral performance, variations in average oxyhemoglobin concentration in the dorsolateral prefrontal cortex (DLPFC), and capillary lactate levels in adolescent males with Attention Deficit Hyperactivity Disorder (ADHD) compared to their healthy peers. This study also aimed to examine the relationships between exercise-induced changes in capillary lactate levels, Go/No-Go task performance, and average oxyhemoglobin concentration in the DLPFC. The study included 20 male adolescents diagnosed with ADHD as the case group and 20 healthy male adolescents as the control group. In the pre-exercise assessment, the case group showed significantly lower oxyhemoglobin concentration in the DLPFC and fewer correct responses on the Go/No-Go task. However, the difference in oxyhemoglobin concentration during the 'Go' blocks remained significant after exercise, whereas the difference in the 'No-Go' blocks lost significance post-exercise. No significant difference in capillary lactate levels was observed between the groups, either pre- or post-exercise. No direct relationship was observed between changes in capillary lactate levels from pre- to post-exercise and changes in behavioral performance or brain activation. Consistent with the literature, we observed positive changes in certain behavioral performance data following exercise. Further studies are needed with larger sample sizes, including both genders and a wider age range of children and adolescents.