Physical exercise has been shown to alter sensory functions, such as sensory detection or perceived pain. However, most contributing studies rely on the assessment of single thresholds, and a systematic testing of the sensory system is missing. This randomised, controlled cross-over study aims to determine the sensory phenotype of healthy young participants and to assess if sub-maximal endurance exercise can impact it. We investigated the effects of a single bout of sub-maximal running exercise (30 min at 80% heart rate reserve) compared to a resting control in 20 healthy participants. The sensory profile was assessed applying quantitative sensory testing (QST) according to the protocol of the German Research Network on Neuropathic Pain. QST comprises a broad spectrum of thermal and mechanical detection and pain thresholds. It was applied to the forehead of study participants prior and immediately after the intervention. Time between cross-over sessions was one week. Sub-maximal endurance exercise did not significantly alter thermal or mechanical sensory function (time × group analysis) in terms of detection and pain thresholds. The sensory phenotypes did not indicate any clinically meaningful deviation of sensory function. The alteration of sensory thresholds needs to be carefully interpreted, and only systematic testing allows an improved understanding of mechanism. In this context, sub-maximal endurance exercise is not followed by a change of thermal and mechanical sensory function at the forehead in healthy volunteers.