The aim of this study was to test the effect of 8-week endurance, resistance, and coordination training programmes on adolescents’ attention. Adolescent students (N = 96) aged 15–18 years were randomised to one of three exercise intervention groups (endurance, strength, coordination) or to a non-exercise, control group. The random assignment to the study groups was stratified according to participants’ age and gender. The intervention lasted for eight consecutive weeks, with two 50-min training sessions per week. Before and after the exercise intervention, all participants completed the d2-test of attention. A 4 × 2 repeated measures ANOVA with contrast-coded test was used as the main analysis method. The analysis revealed that attentional test performance increased from before to after the exercise intervention for all exercise groups, as compared with the control group. The coordination group showed the highest, and the strength group the lowest, improvements in attentional performance. These results indicate that long-term exercise intervention is in general beneficial for adolescent students’ attention, with the greatest effects being observed in the coordination exercise group. Physical education teachers are encouraged to enrich their lessons with coordinative tasks.