The aim of the present study was to compare the effects of high-intensity interval training (HI) to mild-intensity endurance training (ME), combined with a high-fat diet (HFD) or control diet (CD) on metabolic phenotype and corticosterone levels in rats. Fifty-three rats were randomized to 6 groups according to diet and training regimen as follows: CD and sedentary (CS, n = 11), CD and ME (CME, n = 8), CD and HI (CHI, n = 8), HFD and sedentary (HS, n = 10), HFD and ME (HME, n = 8), and HFD and HI (HHI, n = 8). All exercise groups were trained for 10 weeks and had matched running distances. Dietary intake, body composition, blood metabolites, and corticosterone levels were measured. Histological lipid droplets were observed in the livers. The HFD led to hyperglycemia, hyperlipidemia and higher body fat (all, P < 0.01, η 2 > 0.06), as well as higher corticosterone levels ( P < 0.01, η 2 = 0.09) compared with the CD groups. Exercise training improved fat weight, glucose, and lipid profiles, and reduced corticosterone levels ( P < 0.01, η 2 = 0.123). Furthermore, body and fat weight, serum glucose and triglycerides, lipid content in the liver, and corticosterone levels ( P < 0.05) were lower with HI training compared to ME training. Reductions in HFD-induced body weight gain, blood glucose and lipid profiles, and corticosterone levels, as well as improvements in QUICKI were better with HHI compared to HME. Correlation analyses revealed that corticosterone levels were significantly associated with phenotype variables ( P < 0.01). Corticosterone level was inversely correlated with QUICKI ( r = −0.38, P < 0.01). Altogether, these results indicate that HFD may elicit an exacerbated basal serum corticosterone level and thus producing a metabolic imbalance. Compared with ME training, HI training contributes to greater improvements in metabolic and corticosterone responses, leading to a greater reduction in susceptibility to HFD-induced disorders.