Endurance sports pose a plethora of psychological demands that athletes have to deal with. Unfortunately, fine-grained investigations of these demands and strategies for coping with them are lacking, severely limiting our knowledge about endurance performance. Here, we investigated the obstacles exercisers experienced during an anaerobic (Wingate test) and an aerobic cycling test (incremental exercise test), as well as the strategies they considered helpful for dealing with these obstacles. In addition, we tested whether if-then plans (i.e., implementation intentions) capitalizing on these obstacles and strategies improved performance in the corresponding tests. N = 59 students (age: M = 23.9 years, SD = 6.5) performed both tests twice in a 2-within (Session: 1 vs. 2) × 2-between (Condition: goal intention vs. implementation intention) design. Obstacles and strategies were assessed using structured interviews after Session 1 and analyzed with thematic analyses. In both tests, feelings of exertion were the most frequently stated obstacle. Motivation to do well in the test, motivation through self-encouragement, as well as focusing on certain body parts and cycling technique were other frequently stated strategies in both tests. There were also test-specific obstacles, such as boredom reported in the aerobic test. The efficacy of tailored if-then plans on endurance performance was analyzed with Bayesian mixed-factor ANOVA. The results suggest that making if-then plans did not help exercisers to improve their performance. These findings shed novel light into the mental processes accompanying physical exercise and contribute to an emerging literature on if-then planning in the exercise context.