The application of neuroimaging techniques to assess changes in brain and cognition during exercise has received little attention due to issues related to artifact associated with gross motor movement inherent in physical activity behaviors. Although many neuroimaging techniques have not yet progressed to a point where movement artifact may be controlled, event-related brain potentials (ERPs), which measure neuroelectric responses to specific events, can account for such issues in controlled environments. This paper discusses the deviations from standard neuroelectric recording procedures and signal processing that are necessary for the collection and analysis of ERPs during gross motor movement. Considerations include the properties of the exercise behavior, task instructions, and the position of materials in the stimulus environment, as well as issues related to electrode impedance, additional reduction techniques, and the plotting of single trials to identify movement artifacts. These techniques provide a means for collecting clean data from the neuroelectric system to provide further understanding of changes in brain and cognition that occur online during exercise behavior, and serves as a novel application of neuroimaging to the kinesiological sciences.