Interaction control plays an important role in rehabilitation devices to ensure training safety and efficacy. Compliance adaptation of interaction is vital for enabling robot movements to better suit the patient’s requirements as human joint characteristics vary. This paper proposes an interactive compliance control scheme on a wrist rehabilitation device (WReD) for enhanced training safety and efficacy. This control system consists of a low-level trajectory tracking loop and a high-level admittance loop. Experiments were conducted with zero load and human interaction, respectively. Satisfactory trajectory tracking responses were obtained, with the normalized root mean square deviation (NRMSD) values being 1.08% with zero load and the NRMSD values no greater than 1.4% with real-time disturbance and interaction from human users. Results demonstrate that such an interactive compliance control method can adaptively adjust the range of training motions and encourage active engagement from human users simultaneously. These findings suggest that the proposed control method of the WReD has great potentials for clinical applications due to enhanced training safety and efficacy. Future work will focus on evaluating its efficacy on a large sample of participants.