Increased whole-body fat oxidation (FOx) has been consistently demonstrated in response to moderate intensity continuous exercise training. Completion of high intensity interval training (HIIT) and its more intense form, sprint interval training (SIT), has also been reported to increase FOx in different populations. An explanation for this increase in FOx is primarily peripheral adaptations via improvements in mitochondrial content and function. However, studies examining changes in FOx are less common in response to HIIT or SIT than those determining increases in maximal oxygen uptake which is concerning, considering that FOx has been identified as a predictor of weight gain and glycemic control. In this review, we explored physiological and methodological issues underpinning existing literature concerning changes in FOx in response to HIIT and SIT. Our results show that completion of interval training increases FOx in approximately 50% of studies, with the frequency of increased FOx higher in response to studies using HIIT compared to SIT. Significant increases in β-HAD, citrate synthase, fatty acid binding protein, or FAT/CD36 are likely responsible for the greater FOx seen in these studies. We encourage scientists to adopt strict methodological procedures to attenuate day-to-day variability in FOx, which is dramatic, and develop standardized procedures for assessing FOx, which may improve detection of changes in FOx in response to HIIT.