Acute cycling exercise can modulate motor cortical circuitry in the non‐exercised upper‐limb. Within the primary motor cortex, measures of intracortical inhibition are reduced and intracortical facilitation is enhanced following acute exercise. Further, acute cycling exercise decreases interhemispheric inhibition between the motor cortices and lowers cerebellar‐to‐motor cortex inhibition. Yet, investigations into the effects of acute exercise on sensorimotor integration, referring to the transfer of incoming afferent information from the primary somatosensory cortex to motor cortex, are lacking. The current work addresses this gap in knowledge with two experimental sessions. In the first session, we tested the exercise‐induced changes in somatosensory and motor excitability by assessing somatosensory (SEP) and motor evoked potentials (MEPs). In the second session, we explored the effects of acute cycling exercise on short‐ (SAI) and long‐latency afferent inhibition (LAI), and afferent facilitation. In both experimental sessions, neurophysiological measures were obtained from the non‐exercised upper‐limb muscle, tested at two time points pre‐exercise separated by a 25‐min period of rest. Next, a 25‐min bout of moderate‐intensity lower‐limb cycling was performed with measures assessed at two time points post‐exercise. Acute lower‐limb cycling increased LAI, without modulation of SAI or afferent facilitation. Further, there were no exercise‐induced changes to SEP or MEP amplitudes. Together, these results suggest that acute exercise has unique effects on sensorimotor integration, which are not accompanied by concurrent changes in somatosensory or motor cortical excitability.