High intensity cycling training increases oxidative capacity in skeletal muscles and improves insulin sensitivity. The present study compared the effect of eight weeks of sprint interval running (SIT) and continuous running at moderate intensity (CT) on insulin sensitivity and cholesterol profile in young healthy subjects (age 25.2 ± 0.7; VO(2max) 49.3 ± 1.2 ml·kg(-1)·min(-1)). SIT and CT increased maximal oxygen uptake by 5.3 ± 1.8 and 3.8 ± 1.6%, respectively (p < 0.05 for both). Oral glucose tolerance test (OGTT) was performed before and 60 h after the last training session. SIT, but not CT, reduced glucose area under curve and improved HOMA β-cell index (p < 0.05). Insulin area under curve did not decrease significantly in any group. SIT, but not CT, reduced LDL and total cholesterol. In conclusion, sprint interval running improves insulin sensitivity and cholesterol profile in healthy subjects, and sprint interval running may be more effective to improve insulin sensitivity than continuous running at moderate intensity.