To test the hypothesis that high-intensity swim training improves cardiovascular health status in sedentary premenopausal women with mild hypertension, sixty-two women were randomized into high-intensity (n = 21; HIT), moderate-intensity (n = 21; MOD), and control groups (n = 20; CON). HIT performed 6–10 × 30 s all-out swimming interspersed by 2 min recovery and MOD swam continuously for 1 h at moderate intensity for a 15-week period completing in total 44 ± 1 and 43 ± 1 sessions, respectively. In CON, all measured variables were similar before and after the intervention period. Systolic BP decreased (P < 0.05) by 6 ± 1 and 4 ± 1 mmHg in HIT and MOD; respectively. Resting heart rate declined (P < 0.05) by 5 ± 1 bpm both in HIT and MOD, fat mass decreased (P < 0.05) by 1.1 ± 0.2 and 2.2 ± 0.3 kg, respectively, while the blood lipid profile was unaltered. In HIT and MOD, performance improved (P < 0.05) for a maximal 10 min swim (13 ± 3% and 22 ± 3%), interval swimming (23 ± 3% and 8 ± 3%), and Yo-Yo IE1 running performance (58 ± 5% and 45 ± 4%). In conclusion, high-intensity intermittent swimming is an effective training strategy to improve cardiovascular health and physical performance in sedentary women with mild hypertension. Adaptations are similar with high- and moderate-intensity training, despite markedly less total time spent and distance covered in the high-intensity group.