Background/Objectives. A notable decline in physical activity from late adolescence to early adulthood affects young women especially. This study aimed to investigate adherence to an unsupervised virtual-guided high-intensity interval training (HIIT) exercise program among young women in Spain. Methods. A total of 106 participants were recruited and randomized to the Women’s Involvement in Steady Exercise (WISE) trial exercise program, administered remotely via a mobile app, and a control group. The primary outcome was adherence measured through daily steps. Secondary variables were patient-reported outcomes of physical activity, quality of sleep, and quality of life, assessed with the International Physical Activity Questionnaire (IPAQ), the Pittsburgh Sleep Quality Index (PSQI), and the Health Lifestyle and Personal Control Questionnaire (HLPCQ), respectively. The assessments were performed over 6 months, before the intervention (T0), at the halfway of the program (T1), and at the end (T2). Results. Daily steps revealed a decrease from baseline to final assessment in both groups. Secondary outcomes indicated a shift in physical activity levels, showing a transition from low to moderate and high activity perception. While sleep quality deteriorated post-intervention, quality of life showed no changes. Conclusions. The WISE trial highlights the potential and challenges of an unsupervised virtual-guided HIIT program for young women. While an improvement in physical activity levels was noticed, it also led to a decrease in daily steps and poorer sleep quality. These findings suggest a complex relationship between exercise and lifestyle factors, which could potentially have the greatest impact.