This study examined acute cerebral hemodynamic and circulating neurotrophic factor responses to moderate intensity continuous exercise (MICT), guideline-based high intensity interval exercise (HIIT), and sprint interval exercise (SIT). We hypothesized that the pattern of middle cerebral artery velocity (MCAv) response would differ between interval and continuous exercise, with SIT inducing the smallest increase from rest, while increases in neurotrophic factors would be intensity-dependent. In a randomized crossover design, 24 healthy adults (nine females) performed three exercise protocols: (i) MICT (30 min), (ii) HIIT (4 × 4 min at 85% HRmax), and (iii) SIT (4 × 30 s supramaximal). MCAv significantly increased from rest across MICT (Δ13.1 ± 8.5 cm⋅s–1, p < 0.001) and all bouts of HIIT (Δ15.2 ± 9.8 cm⋅s–1, p < 0.001), but only for the initial bout of SIT (Δ17.3 ± 11.6 cm⋅s–1, p < 0.001). Immediately following each interval bout, MCAv increased (i.e., rebounded) for the SIT (9–14% above rest, p ≤ 0.04), but not HIIT protocol. SIT alone induced significant elevations from rest to end-exercise in vascular endothelial growth factor (VEGF; Δ28 ± 36%, p = 0.017) and brain-derived neurotrophic factor (BDNF, Δ149% ± 162%, p < 0.001) and there were greater increases in lactate than in either other protocol (>5-fold greater in SIT, p < 0.001), alongside a small significant reduction at the end of active recovery in insulin-like growth factor 1 (IGF-1, Δ22 ± 21%, p = 0.002). In conclusion, while the nature of the response may differ, both guideline-based and sprint-based interval exercise have the potential to induce significant changes in factors linked to improved cerebrovascular and brain health.