Abstract Purpose Research supports physical activity as a method to heighten stress resistance and resilience through positive metabolic alterations mostly affecting the neuroendocrine system. High-intensity interval training (HIIT) has been proposed as a highly effective time-saving method to induce those changes. However, existing literature relies heavily on cross-sectional analyses, with few randomised controlled trials highlighting the necessity for more exercise interventions. Thus, this study aims to investigate the effects of HIIT versus an active control group on the stress response to an acute psychosocial stressor in emotionally impulsive humans (suggested as being strong stress responders). Methods The study protocol was registered online (DRKS00016589) before data collection. Sedentary, emotionally impulsive adults (30.69 ± 8.20 y) were recruited for a supervised intervention of 8 weeks and randomly allocated to either a HIIT (n = 25) or a stretching group (n = 19, acting as active controls). Participants were submitted to a test battery, including saliva samples, questionnaires (self-efficacy- and perceived stress-related), visual analogue scales (physical exercise- and stress-related), and resting electroencephalography and electrocardiography assessing their reaction to an acute psychological stressor (Trier Social Stress Test) before and after the exercise intervention. Results HIIT increased aerobic fitness in all participants, whereas stretching did not. Participants from the HIIT group reported perceiving exercising more intensively than those from the active control group (ƞp2 = 0.108, p = 0.038). No further group differences were detected. Both interventions largely increased levels of joy post-TSST (ƞp2 = 0.209, p = 0.003) whilst decreasing tension (ƞp2 = 0.262, p < 0.001) and worries (ƞp2 = 0.113, p = 0.037). Finally, both interventions largely increased perceived levels of general self-efficacy (ƞp2 = 0.120, p = 0.029). Conclusion This study suggests that 8 weeks of HIIT does not change the psychoneuroendocrine response to an acute psychological stress test compared to an active control group in emotionally impulsive humans. Further replications of supervised exercise studies highly powered with active and passive controls are warranted.