The aim of the study was to compare the effects of high-intensity interval training (HIIT) and nutrition advice on cardiometabolic biomarkers, hormonal parameters, and cardiorespiratory fitness in adolescent girls with obesity. Adolescent girls with obesity (n = 44, aged 13–19 years) were randomized into a 12-week intervention as follows: (i) dietary advice and HIIT (n = 22), and (ii) dietary advice only (n = 22). The concentration of biomarkers of inflammation, biochemical and hormonal testing, oral glucose tolerance test, cardiorespiratory fitness, physical activity levels, and nutrition were assessed. After a 3-month intervention, the diet+HIIT group significantly increased insulin sensitivity index (–0.34 ± 1.52 vs. 1.05 ± 3.21; p = 0.001) and work load (0.6 ± 11.3 W vs. 14.6 ± 20.2 W; p = 0.024) and decreased glucose area under the curve (–0.29 ± 4.69 vs. −0.98 ± 4.06; p = 0.040), insulin area under the curve (−9.65 ± 117.9 vs. −98.7 ± 201.8; p = 0.003), and high-sensitivity C-reactive protein (hs-CRP) (0.12 ± 1.92 mg/L vs. −1.47 ± 3.67 mg/L; p = 0.039) in comparison with the diet group. Regarding within-group changes, both groups had significant improvements in body mass index (BMI), BMI-standard deviation score, body fat percentage, and systolic blood pressure. Positive impact on waist circumference, waist circumference/height ratio, diastolic blood pressure, hs-CRP, work load, maximal heart rate, and resting heart rate was observed only after the diet+HIIT intervention. No significant change was noted in peak oxygen uptake, lipid profile, and hormonal parameters between groups after intervention. Novelty HIIT and nutrition advice increased insulin sensitivity and decreased BMI, body fat, systolic blood pressure, and diastolic blood pressure. Nutrition advice decreased BMI, body fat, and systolic blood pressure in adolescent girls with obesity.