Introduction: Interoceptive dysfunction represents a transdiagnostic feature in depression-anxiety comorbidity, yet acute interventions targeting this deficit remain understudied. Aim: This study explored the effects of music on interoceptive accuracy (IAcc) elicited during physical exercise in college students with depression and anxiety comorbidity. Methods: College students with depression and anxiety were recruited by psychological scales. IAcc was assessed via heartbeat counting task pre-and post-running, while arousal, valence, and ratings of perceived exertion (RPE) were evaluated every 5 min during running. Results: Significant enhancement of IAcc following acute exercise was found, with no additive benefit from the inclusion of music. Conclusion: Music selectively modulates emotional responses without altering RPE during running. Physical exercise and music may affect distinct pathways in this population, with physical exercise improving interoceptive processing and music optimizing emotional responses.