The aim of this study was to investigate whether individuals who engage in more frequent self-regulation are less susceptible to mental fatigue. Occupational cognitive demand and participation in sports or exercise were quantified as activities requiring self-regulation. Cardiorespiratory fitness was also assessed. On separate occasions, participants either completed 90 min of an incongruent Stroop task (mental exertion condition) or watched a 90-min documentary (control condition). Participants then completed a cycling time-to-exhaustion (physical endurance) test. There was no difference in the mean time to exhaustion between conditions, although individual responses varied. Occupational cognitive demand, participation in sports or exercise, and cardiorespiratory fitness predicted the change in endurance performance (p = .026, adjusted R2 = .279). Only cognitive demand added significantly to the prediction (p = .024). Participants who reported higher levels of occupational cognitive demand better maintained endurance performance following mental exertion.