Chronic intermittent hypoxia (IH) associated with obstructive sleep apnea (OSA) is a major risk factor for cardiovascular and metabolic diseases (insulin resistance: IR). Autophagy is involved in the pathophysiology of IR and high intensity training (HIT) has recently emerged as a potential therapy. We aimed to confirm IH-induced IR in a tissue-dependent way and to explore the preventive effect of HIT on IR-induced by IH. Thirty Swiss 129 male mice were randomly assigned to Normoxia (N), Intermittent Hypoxia (IH: 21–5% FiO2, 30 s cycle, 8 h/day) or IH associated with high intensity training (IH HIT). After 8 days of HIT (2*24 min, 50 to 90% of Maximal Aerobic Speed or MAS on a treadmill) mice underwent 14 days IH or N. We found that IH induced IR, characterized by a greater glycemia, an impaired insulin sensitivity and lower AKT phosphorylation in adipose tissue and liver. Nevertheless, MAS and AKT phosphorylation were greater in muscle after IH. IH associated with HIT induced better systemic insulin sensitivity and AKT phosphorylation in liver. Autophagy markers were not altered in both conditions. These findings suggest that HIT could represent a preventive strategy to limit IH-induced IR without change of basal autophagy.