This study aims to investigate whether the exercise induced changes in the heart rate influences the musical preference of an individual. We believe that an individual’s musical preference while exercising is different from that while resting. If this idea is correct, it is necessary to reproduce the music according to the situation and state of the user, not random. It is not clear what influences the change in the musical preference. It is also unclear which musical features are preferred during exercise. Moreover, the heart rate changes due to stress, exercise, and excitement. Several studies have explored the relationship between heart rate and music. In this research, we report (1) how exercise-induced change in the heart rate influences the musical preference, and (2) which musical features influence an individual’s preference of music under specific heart rates.