High-intensity interval training (HIIT) is superior to other training strategies in both male and female healthy individuals. Understanding sex-specific differences in cardiac auto-regulation may contribute to the optimal training strategies for HIIT. The present study aimed to identify sex differences in heart rate variability (HRV) and vascular function following HIIT in young adults. Twenty-four physically active young male and female adults (M: 12, F: 12, age: 19.5 yr, BMI: 22.1 kg∙m−2) volunteered to participate in the study. Participants performed 10 bouts of HIIT including 20 s of high-intensity cycling at 115–130% Wmax followed by 100 s of recovery. The cardiac auto-regulations including HRV and vascular function were measured at five different time points. The R-R interval, rMSSD, and SDNN were recovered faster in males than in females after 15 min of HIIT. There were sex differences in the autonomic nervous system where ln LF and ln HF activities along with sympathovagal balance (ln LF/HF) were greater in females compared with males immediately and 15 min after HIIT. However, no significant differences in blood pressure and brachial-ankle pulse wave velocity were observed between male and female participants. Overall, HRV was more activated in females than in males following HIIT, but the acute response in vascular function was not different between sexes. In future studies, sex-specific adaptations of cardiac auto regulation following repeated HIIT may need to be performed.