Outdoor adventure activities have been used to facilitate a variety of positive outcomes. However, the practical challenge of collecting data in the field and a heavy reliance on self-report data render it difficult to understand the process of the experience. This study examined the association between self-reported valence and arousal and electroencephalography (EEG)-measured anxiety, focus, and approach motivation to determine the physiological and cognitive response to stressful stimuli and compare those objective measures with self-report assessments. Data were collected from 10 participants fitted with an EEG headset during rappelling. Spearman correlations and repeated-measures ANOVA were used to analyze the data. Results indicated significant changes in EEG readings for anxiety and approach motivation, and significant correlations between self-reported valence and EEG-measured approach motivation. The findings illustrated the acute internal response to a common adventure activity and demonstrated the influence of a novel challenge on the mind and body of participants. Significant changes in self-report assessments were reflected in similar changes in objective measures, indicative of the mind/body connection.