As a consequence of prolonged muscle contraction, acute pain arises during exercise due to a build-up of noxious biochemicals in and around the muscle. Specific visual cues, e.g., the size of the object in weight lifting exercises, may reduce acute pain experienced during exercise. In this study, we examined how Virtual Reality (VR) can facilitate this “material-weight illusion”, influencing perception of task difficulty, which may reduce perceived pain. We found that when vision understated the real weight, the time to exhaustion was 2 min longer. Furthermore, participants’ heart rate was significantly lower by 5-7 bpm in the understated session. We concluded that visual-proprioceptive information modulated the individual’s willingness to continue to exercise for longer, primarily by reducing the intensity of negative perceptions of pain and effort associated with exercise. This result could inform the design of VR aimed at increasing the level of physical activity and thus a healthier lifestyle.