The use of endurance regimens could be improved by defining their respective effectiveness on aerobic fitness and brain health that remains controversial. We aimed at comparing work-matched high-intensity interval training (HIIT) with moderate-intensity continuous training (MICT) on aerobic performance and muscular plasticity markers in healthy rats. Cognitive functions and brain plasticity markers were also investigated following the 8-week training. Rats performed the incremental exercise test and behavioural tests before and after training at day 1 (D1), D15, D29 and D57. Key cerebral markers were assessed by Western blot and quantitative polymerase chain reaction to provide information on brain function related to angiogenesis, aerobic metabolism and neurotrophin activity at D59. Muscular protein levels involved in angiogenesis and aerobic metabolism were measured in both triceps brachii and soleus muscles. HIIT induced superior improvement of aerobic fitness compared to MICT, as indicated by enhancement of speed associated with lactate threshold (SLT) and maximal speed (Smax). In the triceps brachii muscle, markers of angiogenesis and aerobic activity were upregulated as well as myokines involved in neuroplasticity. Moreover, levels of key brain plasticity markers increased in the hippocampus after 8 weeks of HIIT, without improving cognitive functions. These findings might contribute to define physical exercise guidelines for maintaining brain health by highlighting the promising role of HIIT when using SLT for distinguishing low running speed from high running speed. Further studies are required to confirm these brain effects by exploring synaptic plasticity and neurogenesis mechanisms when exercise intensity is standardized and individualized.