In the recent years, a new branch of physical training has emerged, the high-intensity interval training (HIIT). In contrast to continued exercise regime used in most of the trainings, HIIT proposes a regime of short periods of maximum intensity exercising and brief less intense recovery periods, which are repeated until complete exhaustion. HIIT is calling the attention of those who search for fast escalation in physical performance; however, the stress caused by this type of training may affect other systems functioning, such as cognition. Thus, we investigated the effects of two physical regime protocols, traditional endurance and HIIT on zebrafish learning, memory, and anxiety-like behavior. To that, fish were trained for 30 days and submitted to a latent learning test, objects discrimination test, and novel tank test. Our results showed that HIIT does not affect long lasting memory, evaluated through the latent learning task, but it impairs discriminative learning. On the other hand, both training protocols decrease anxiety-like behavior. This study confirms that zebrafish show good performance in learning tasks and that cognitive performance is dependent upon the regime of physical exercise and cognitive task used.