Neutrophils and monocytes are key components of the innate immune system that undergo age-associated declines in function. This study compared the impact of high-intensity interval training (HIIT) and moderate-intensity continuous training (MICT) on immune function in sedentary adults. Twenty-seven (43 ± 11 years) healthy sedentary adults were randomized into ten weeks of either a HIIT (>90% maximum heart rate) or MICT (70% maximum heart rate) group training program. Aerobic capacity (VO2peak), neutrophil and monocyte bacterial phagocytosis and oxidative burst, cell surface receptor expression, and systemic inflammation were measured before and after the training. Total exercise time commitment was 57% less for HIIT compared to that for MICT while both significantly improved VO2peak similarly. Neutrophil phagocytosis and oxidative burst and monocyte phagocytosis and percentage of monocytes producing an oxidative burst were improved by training similarly in both groups. Expression of monocyte but not neutrophil CD16, TLR2, and TLR4 was reduced by training similarly in both groups. No differences in systemic inflammation were observed for training; however, leptin was reduced in the MICT group only. With similar immune-enhancing effects for HIIT compared to those for MICT at 50% of the time commitment, our results support HIIT as a time efficient exercise option to improve neutrophil and monocyte function.