A protective work environment should account both for employees’ health and for reducing psychosocial risk. Physical exercise during the workday could be a tool to improve working performance and reduce sickness-related absenteeism and work-related stress, especially for workers suffering from Non-Communicable Chronic Diseases (NCCDs). Our aim was to evaluate the short-term effects of physical exercise performed during the workday on employees’ emotions (Anxiety, Dejection, Anger, Excitement and Happiness) suffering from NCCDs in Chile. A pre- and post- exercise emotions questionnaire was administered during each training session in the frame of a larger internal Institutional project aimed to reduce NCCDs symptoms in local University employees. This preliminary study (N = 20) was aimed to collect evidence of the short-term psychological benefits of such a program. Results show significant differences in the Anxiety, Excitement and Happiness levels as reported by the subjects before and after performing the physical routine each day of training. After the exercise, volunteers themselves acknowledged that they felt “better and relieved” (i.e., less anxious, more excited and happier) at the end of the 30-minute training. This preliminary study shows that even a short physical exercise program could be an effective tool to increase employees’ positive mood and reduce anxiety. This suggests that exercise could be a key factor for institutions to develop guidelines for reducing psychosocial occupational risk and disease prevention in the workplace. Further investigation with larger sample sizes and different populations is needed to generalize these outcomes and evaluate long-term benefits according to individual differences and health issues.