This study aimed to investigate the prognostic potential of body composition indices in predicting the improvement in resting blood pressure after 10 weeks of high-intensity interval training (HIIT) implemented in physical education lessons. The participants were 141 adolescents aged 16 years. Independent variables were body mass index (BMI), fat mass index (FMI), muscle mass index (SMI), and mass to fat ratio (MFR); dependent variables were systolic and diastolic blood pressure (SBP, DBP) and its indices: pulse pressure (PP), mid-blood pressure (MBP), and mean arterial pressure (MAP). The receiver operating curve (ROC) method was employed. SMI and MFR are body composition indices with prognostic potential to predict positive changes in SBP in males (SMI: AUC = 0.82; p < 0.001, MFR = 0.70; p = 0.039) and MFR in females (AUC = 0.72; p = 0.035). The respective cut-off point values used to classify participants as a beneficiary of HIIT intervention concerning SBP were SMI = 7.84 and MFR = 2.43 in males, and for SMI = 10.12 and MFR = 1.94 in females. Body composition indices based on skeletal muscle (SMI, MFR) were more likely to predict positive changes in SBP after HIIT intervention in adolescents. PP, MBP, and MAP did not reflect the detecting power of SMI and MFR. However, these thresholds’ utility is limited to adolescents of 16 years of age.