Casual exergames offer potential in decreasing sedentary behavior. Yet, little is known about how casual exergames can be designed to provide higher levels of physical effectiveness and psychological attractiveness. From the lens of goal setting theory, we explore if assigned goals affect players performance, exertion, and enjoyment in a casual exergame. A quasi-experimental design was applied, comparing the performance, exertion, and enjoyment during two game rounds for a group exposed to a specific goal setting prompt in the second game round, compared to a control group. Further analysis was conducted on how the participants changes in performance, exertion and enjoyment between game rounds was affected by either receiving or not receiving the goal setting prompt. The results support the notion that assigned goals in casual exergames result in higher performance, exertion, and enjoyment on a group level. Furthermore, the results showed that on an individual level the assigned goal resulted in a higher increase in exertion between game rounds, but not in performance nor enjoyment.