The purpose of the present study was to compare the heart rate (HR), blood lactate and training load between different CrossFit® workouts, with equalized total work volumes in men and women. The study included 23 individuals (13 men and 10 women) experienced in CrossFit® training, who performed two workouts with different training types (as many reps as possible (AMRAP) and ‘for time’) but an equalized volume. Measurements of lactate, HR and rating of perceived exertion (RPE) were performed. The results show that there was no HR interaction between workout time and sex (p = 0.822; η2 = 0.006) and between workout type and sex (p = 0.064, η2 = 0.803). The HR significantly differed during each workout type (p < 0.001, η2 = 0.621), but not between the two workout types (p = 0.552, η2 = 0.017). Lactate showed no difference between the workout types (p = 0.474, η2 = 0.768), although the training load was higher (p = 0.033, η2 = 0.199) in women when they performed AMRAP. Altogether, the HR was not significantly different between training types or sex, while RPE, lactate and training load showed statistically significant differences depending on the group (women or men) or workout type (AMRAP or ‘for time’).