Existing theories suggest that moderate arousal improves selective attention, as would be expected in the context of competitive sports or sensation-seeking activities. Here we investigated how riding a motorcycle, an attention-demanding physical activity, affects sensory processing. To do so, we implemented the passive auditory oddball paradigm and measured the EEG response of participants as they rode a motorcycle, drove a car, and sat at rest. Specifically, we measured the N1 and mismatch negativity to auditory tones, as well as alpha power during periods of no tones. We investigated whether riding and driving modulated non-CNS metrics including heart rate and concentrations of the hormones epinephrine, cortisol, DHEA-S, and testosterone. While participants were riding, we found a decrease in N1 amplitude, increase in mismatch negativity, and decrease in relative alpha power, together suggesting enhancement of sensory processing and visual attention. Riding increased epinephrine levels, increased heart rate, and decreased the ratio of cortisol to DHEA-S. Together, these results suggest that riding increases focus, heightens the brain's passive monitoring of changes in the sensory environment, and alters HPA axis response. More generally, our findings suggest that selective attention and sensory monitoring seem to be separable neural processes.