The present study examined the effects of a four-week physical activity (PA) programme on employees’ general affective well-being the acute effects of fitness and stretching sessions on momentary affective states. Participants were divided between an experimental (n = 54) and a comparison group (n = 57). After one month, only employees in the experimental group increased their general affective well-being. Moreover, momentary positive affective states were significantly higher after PA sessions, especially after fitness sessions. For both activities, momentary negative affect significantly decreased after PA sessions, with a larger reduction in the levels of high-activated unpleasant affect. In the short and middle terms, brief PA programmes seem relevant to enhance employees’ affective wellbeing. PA programme characteristics are finally discussed.