Exercise can have a positive effect on the brain by activating brain-derived neurotrophic factor (BDNF)-related processes. In healthy humans there appears to be a linear relationship between exercise intensity and the positive short-term effect of acute exercise on BDNF levels (i.e., the highest BDNF levels are reported after high-intensity exercise protocols). Here we performed two experiments to test the effectiveness of two high-intensity exercise protocols, both known to improve cardiovascular health, to determine whether they have a similar efficacy in affecting BDNF levels. Participants performed a continuous exercise (CON) protocol at 70% of maximal work rate and a high-intensity interval-training (HIT) protocol at 90% of maximal work rate for periods of 1 min alternating with 1 min of rest (both protocols lasted 20 min). We observed similar BDNF kinetics in both protocols, with maximal BDNF concentrations being reached toward the end of training ( experiment 1). We then showed that both exercise protocols significantly increase BDNF levels compared with a rest condition (CON P = 0.04; HIT P < 0.001), with HIT reaching higher BDNF levels than CON ( P = 0.035) ( experiment 2). These results suggest that shorter bouts of high intensity exercise are slightly more effective than continuous high-intensity exercise for elevating serum BDNF. Additionally, 73% of the participants preferred the HIT protocol ( P = 0.02). Therefore, we suggest that the HIT protocol might represent an effective and preferred intervention for elevating BDNF levels and potentially promoting brain health.