Physical inactivity is the fourth leading risk factor for global mortality, and the promotion of effective, time-efficient exercise modalities is a public health priority. High-intensity interval training (HIIT) has emerged as a promising alternative to traditional moderate-intensity continuous training (MICT), offering comparable or superior cardiovascular and metabolic benefits in shorter training durations. However, comparative evidence from well-powered randomised trials with comprehensive physiological outcome batteries — encompassing cardiorespiratory fitness (VO₂max), lactate threshold, cardiac autonomic function (heart rate variability), and body composition — assessed across multiple exercise modalities simultaneously is limited. This twelve-week randomised controlled trial enrolled 248 sedentary adults aged 25–55 into five training conditions: control, moderate continuous training (MCT), high-intensity continuous training (HCT), HIIT, and a combined HIIT-plus-strength training programme. HIIT produced the largest improvement in VO₂max (+12.4 mL/kg/min; p<0.001), while the combined HIIT-plus-strength condition achieved the most favourable composite outcome including VO₂max improvement (+14.4 mL/kg/min), largest lean mass gain (+3.2 kg), greatest fat mass reduction (−5.1%), and strongest heart rate variability increase (RMSSD +24.0 ms). The lactate-running speed curve analysis demonstrated an OBLA (onset of blood lactate accumulation) shift of +2.4 km/h in the HIIT group versus +0.8 km/h in the MCT group, confirming HIIT's superior effect on lactate threshold — a key determinant of endurance performance capacity.