This study investigated the influence of music on the rating of perceived exertion (RPE) and attentional focus during walking at a self-selected pace. Fifteen overweight and obese women volunteered to participate in the study. They underwent four sessions: the first for incremental maximal test and anthropometric measurement followed by three experimental sessions. After the first session, they were exposed to three 30-minute walking sessions at a self-selected pace in a counterbalanced order: fast-tempo music (FT), medium-tempo music (MT) and no-music control (NM). Borg's RPE Scale and an Attentional Focus Questionnaire were used to measure the perceptual response and attentional focus, respectively. Results showed that the RPE was higher in the no-music control than in the medium-tempo music (12.05 ± 0.6 vs. 10.5 ± 0.5). Furthermore, dissociative attentional focus was greater for both conditions with music in comparison with the no-music control (NM= 39.0 ± 4.1; MT= 48.4 ± 4.1 and FT= 47.9 ± 4.5). The results indicated that the use of music during walking can modulate attentional focus, increasing dissociative thought, and medium-tempo music can reduce the RPE.