The aim of the present study was to investigate the effects of high-intensity interval training (HIIT) versus low-intensity continuous training (LICT) on transcriptional levels of neurotrophic factors and oligodendrocyte/microglia cell loss in a cuprizone (CP) induced animal model of demyelination. Male C57BL/6 mice were assigned to six groups: control (C), cuprizone-induced demyelination (CP), interval training (IT), continuous training (CT), IT plus CP (ITCP), and CT plus CP (CTCP). Training programs on the treadmill were performed for four weeks, and then demyelination was induced by feeding mice a diet containing 0.2% cuprizone for five weeks. Animals that received cuprizone showed poorer motor function, lower expression of BDNF, GDNF, NGF, and fewer oligodendrocytes in the hippocampus compared to the control animals. The numbers of oligodendrocyte and microglia cells increased in the ITCP group compared to the CTCP group (P<0.05). Both training programs increased the mRNA levels of BDNF, GDNF and NGF, and the HIIT program was more effective than the LICT program (P<0.05). Both exercise programs prevented the abnormal neurological movements induced by cuprizone. Our results indicated that HIIT versus LICT had a greater neuroprotective effect against multiple sclerosis by improving gene expression for abnormal neurotrophins and cellular loss in the hippocampus.