This study aimed to show the possible protective effects of high intensity interval training (HIIT) in PTSD-induced rats and probable underlying mechanisms. Female rats (n = 44) were separated as; Sedentary (SED), moderate intensity continuous training (MICT), HIIT groups. Then the groups were divided into subgroups according to PTSD induction (n = 6-8/group). Exercise groups performed HIIT or MICT for 6 weeks. On the fifth week, PTSD was induced by single prolonged stress protocol. Cognitive functions were evaluated by object recognition, anxiety levels by hole-board and elevated plus maze, and fear conditioning by passive avoidance tests. Following decapitation, malondialdehyde (MDA), glutathione (GSH), luminol and lucigenin chemiluminescence levels, and myeloperoxidase (MPO), superoxide dismutase (SOD) and catalase (CAT) activities were measured, and histopathological damage was evaluated. The data was analyzed by one-way ANOVA. Cognitive decline and aggravated anxiety levels in SED + PTSD group were improved in both PTSD-induced exercise groups (p < 0.05-0.001). The increased chemiluminescence levels, MPO activity and histological damage were depressed in both PTSD-induced exercise groups (p < 0.05-0.001). The risen MDA levels in SED + PTSD group were suppressed only in HIIT + PTSD group (p < 0.01-0.001). The decreased GSH levels were increased by MICT (p < 0.05-0.001), and CAT and SOD activities were improved via HIIT < 0.05). Compared to SED group, latency was decreased in SED + PTSD < 0.05-0.01) group. Neuronal damage scores were alleviated in both PTSD-induced exercise groups (p < 0.001). PTSD-induced memory decline was protected by both of the exercise models however more effectively by HIIT via decreasing oxidative stress, anxiety levels and by improving antioxidant capacity as a protective system for neuronal damage.