This study examines the effect of exercise therapy on a stationary bike on cognitive function, specifically inhibition and set-switching, in adolescents with Down syndrome. 44 participants were randomly divided between the voluntary cycling therapy group (VCT) (i.e., self-selected cadence), assisted cycling therapy group (ACT) (i.e., 30% faster than self-selected cadence accomplished by a motor), and a control group (NC) in which the participants did not undergo any exercise therapy. Both cycling groups rode a stationary bicycle, for 30 minutes, three times a week, for eight-weeks. At the beginning (i.e., pretest) and end (i.e., posttest) of the eight-week session the participants completed tasks to evaluate their cognitive function. They completed three trials of the card sort test (i.e., set-switching) and three trials of the knock-tap test (i.e, inhibition) before and after eight-weeks of cycling therapy. The scores of these tests were analyzed using one-way ANOVA between groups and paired samples t-tests. The results showed that after eight-weeks of cycling therapy the participants in the VCT group performed worse in the knock-tap test, but improved in two trials of the card sort test. The results also showed that the participants in the ACT group performed worse after eight-weeks of exercise therapy in one trial of the card sort test. No significant changes were seen for the control group. Due to the fact that on average the participants in the VCT group cycled with a higher heart rate, our results suggest exercise that significantly elevates heart rate can improve cognitive function, specifically set-switching, in adolescents with Down syndrome.