Introduction The sense of effort is an essential component of all forms of exercise. Although extensively studied, exercise physiologists have failed to reach consensus about whether this sensation is based on afferent sensory feedback or is centrally generated and independent of such feedback. This confusion has led to misunderstandings regarding the neurological mechanisms responsible for the sense of effort as opposed to other specific sensations such as pain and temperature. Discussion A mechanism in which the sense of effort is centrally generated and independent of feedback had been proposed more than 150 years ago. However, a more recent concept of sense of effort as a subjective rating of exercise intensity based on various sensations experienced during exercise given by Borg may have caused confusion, especially among exercise physiologists. Many began to use and understand the sense of effort as a sensation that is generated by afferent sensory feedback. The information reviewed in this article, together with the examples given, constitutes a body of evidence in favour of a centrally generated sense of effort. Afferent sensory feedback is important for the conscious awareness of different sensations such as pain and temperature, and plays important roles in the control of homeostasis. However, peripheral sensory feedback does not seem to be important for the generation of the sense of effort. Conclusion The sense of effort and other specific sensations such as temperature, pain and other muscular sensations present two separate neurological mechanisms. While the former is centrally generated, the latter is based on afferent sensory feedback. An interaction of these sensations is likely the ultimate regulator of exercise performance. However, further investigation is required to fully understand these phenomena.465308311