There is evidence that physical exercise has positive effects on the mental health of children. For those diagnosed with attention deficit/hyperactivity disorder (ADHD) moderate to high intensity exercise has been associated with a reduction in symptoms. However, these children can have difficulty maintaining attention in physical education (PE) lessons. The aim of this preliminary study was to work with children with ADHD in developing exercise sessions of moderate to high intensity to fully engage them in PE lessons. The exercise sessions were developed through a prospective study involving a single cohort of children with ADHD in one primary school. The Borg rating of perceived exertion, the AD/HD Rating Scale-IV scores, and child-friendly hand signals were used to evaluate exercise intensity, symptom level, and the children’s enjoyment of the exercises respectively. The intervention was ten 40-minute sessions over five weeks. The results showed the children were fully engaged, working at moderate to high intensity in each session. There was a trend towards lower hyperactivity and inattentive symptom scores. In addition, teachers observed an increase in engagement in classroom lessons. In conclusion, key elements of the design are short periods of each activity and a variety of different exercises. Feedback from the children also indicated the importance to them of the ability to choose activities from an approved list and the opportunity to take turns leading part of the session.