AbstractConcurrent training has been postulated as an appropriate time‐efficient strategy to improve physical fitness, yet whether the exercise‐induced adaptations are similar in men and women is unknown. An unblinded randomized controlled trial was conducted to investigate sex‐specific dose–response effects of a 24‐week supervised concurrent exercise training program on cardiorespiratory fitness and muscular strength in young adults. One hundred and forty‐four sedentary adults aged 18–25 years were assigned to either (i) a control group (n = 54), (ii) a moderate intensity exercise group (MOD‐EX, n = 46), or (iii) a vigorous intensity exercise group (VIG‐EX, n = 44) by unrestricted randomization. Cardiorespiratory fitness (VO_2max), hand grip strength, and one‐repetition maximum of leg press and bench press were evaluated at baseline and after the intervention. A total of 102 participants finished the intervention (Control, n = 36; 52% women, MOD‐EX, n = 37; 70% women, and VIG‐EX, n = 36; 72% women). In men, VO_2max significantly increased in the MOD‐EX (~8%) compared with the control group and in the VIG‐EX group after the intervention (~6.5%). In women, VO_2max increased in the MOD‐EX and VIG‐EX groups (~5.5%) compared with the control group after the intervention. There was a significant increment of leg press in the MOD‐EX (~15.5%) and VIG‐EX (~18%) groups compared with the control group (~1%) in women. A 24‐week supervised concurrent exercise was effective at improving cardiorespiratory fitness and lower body limbs muscular strength in young women—independently of the predetermined intensity—while only at moderate intensity improved cardiorespiratory fitness in men.