Background: Human adaptive response to exercise interventions is often described as group average and SD to represent the typical response for most individuals, but studies reporting individual responses to exercise show a wide range of responses.Objective: To characterize the physiological effects and inter-individual variability on fat mass and other health-related and physical performance outcomes after 12 weeks of high-intensity interval training (HIIT) and dietary energy restriction in overweight/obese adult women.Methods: Thirty untrained adult overweight and obese women (age = 27.4 ± 7.9 years; BMI = 29.9 ± 3.3 kg/m²) successfully completed a 12-week supervised HIIT program and an individually prescribed home hypocaloric diet (75% of daily energy requirements) throughout the whole intervention. High and low responders to the intervention were those individuals who were able to lose ≥ 10 and < 10% of initial absolute fat mass (i.e., kilograms), respectively.Results: The prevalence for high and low responders was 33% (n = 11) and 66% (n = 19), respectively. At the whole group level, the intervention was effective to reduce the absolute fat mass (30.9 ± 7.2 vs. 28.5 ± 7.2 kg; p < 0.0001), body fat percentage (39.8 ± 4.3 vs. 37.8 ± 4.9%; p < 0.0001), and total body mass (76.7 ± 10.1 vs. 74.4 ± 9.9 kg; p < 0.0001). In addition, there were improvements in systolic blood pressure (SBP; Δ% = −5.1%), diastolic blood pressure (DBP; Δ% = −6.4%), absolute VO₂peak (Δ% = +14.0%), relative VO₂peak (Δ% = +13.8%), peak power output (PPO; Δ% = +19.8%), anaerobic threshold (AT; Δ% = +16.7%), maximal ventilation (VE; Δ% = +14.1%), and peak oxygen pulse (O₂ pulse; Δ% = +10.4%). However, at the individual level, a wide range of effects were appreciated on all variables, and the magnitude of the fat mass changes did not correlate with baseline body mass or fat mass.Conclusion: A 12-week supervised HIIT program added to a slight dietary energy restriction effectively improved fat mass, body mass, blood pressure, and cardiorespiratory fitness (CRF). However, a wide range of inter-individual variability was observed in the adaptative response to the intervention. Furthermore, subjects classified as low responders for fat mass reduction could be high responders (HiRes) in many other health-related and physical performance outcomes. Thus, the beneficial effects of exercise in obese and overweight women go further beyond the adaptive response to a single outcome variable such as fat mass or total body mass reduction.