Previous studies have shown that a high level of sensory-processing sensitivity (SPS) could be a risk factor for mental health. Many studies have reported that daily exercise helps to retain and/or improve mental health. This study examined the relationship between the level of daily exercise and SPS among university students. The participants were 292 university students (143 males and 149 females) ranging in age from 18 to 23 years (19.4±1.1 years). They were asked to complete a questionnaire that included the following items: 1) the frequency of exercise (days per week), 2) the number of years of successive daily exercise, 3) the sporting events in which they currently participate, and 4) the Japanese version of the 19-item Highly Sensitive Person Scale (HSPS-J19) including 3 sub-scales, i.e., low sensory threshold (LST), ease of excitation (EOE), and aesthetic sensitivity (AES). The participants were categorized into a) high, b) medium, and c) low frequency groups, or a) short, b) middle, and c) long term groups individually, based on their levels of participation. Additionally, they were categorized into a) individual, b) team and high-frequency physical contact (HC), and c) team and low-frequency physical contact (LC) exercise groups based on their exercise habits. The high frequency and long-term groups showed lower scores of the HSPS-J19 and its sub-scales of LST, EOE, and AES than the other groups. No significant differences were found among the groups with regard to sports currently played in the scores of the HSPS-J19 and its sub-scales, i.e., LST and EOE. Only AES scores in the LC groups were higher than those in the HC groups. These results suggest that the appearance of SPS was moderated as a result of high-frequency and/or the long-term daily exercise due to habituation to strong stimuli.