The aims of this study were to: (1) compare the Heart Rate (HR) and Rating Perceived Exertion (RPE) in training with self-selected and imposed loads, and (2) associate the OMNI-Walk/Run and Borg scales with self-selected and imposed loads, both on a treadmill. Ten trained men (20.3 ± 2.0 years, 75.6 ± 9.8 kg, 175.1 ± 5.1 cm) participated in a training program with self-selected load (time and speed individually preferred) and another with imposed load (even self-selected time and speed 10% higher). The HR and RPE were measured, every minute of training, by the OMNIWalk/ Run and Borg scales. No significant differences were found in the HR and RPE between training sessions. The correlation between the OMNI-Walk/Run and Borg scales showed a moderate association (r = 0.55) in training with self-selected load and a strong association in imposed load (r = 0.79). In this study, self-selected load induced a suboptimal stimulus to elicit favorable organic adaptations. Moreover, high correlation of OMNI Walk/Run and Borg scales with the imposed load showed that the greater the load of training the best were answers of RPE.