Effect of high intensity interval training (HIT) and low intensity continuous training was examined on Phospholipid Transfer Protein (PLTP), Cholesteryl Ester Transfer Protein (CETP) and CCAAT-enhancer-binding proteins (CEBP/α) genes expression after 13 weeks high fat diet (HFD) in rats. Male Wistar rats were assigned in three groups including control, HIT and LIT after 13 weeks high fat diet (HFD). Trainings were performed for 12 weeks (5 days per week). PLTP and C/EBPα genes expression in HIT group was found higher than LIT and control groups (p ≤ 0.05) but no difference was observed between LIT and control groups (p > 0.05). CETP gene expression in HIT group was higher than LIT and control groups, and in LIT group was higher than control group (p ≤ 0.05). Thus, HIT trainings are more effective than LIT trainings in elevation of PLTP, CETP and CEBP/α genes expression in rats.