Endurance training is strongly recommended for older adults to maintain cognitive and motor function. The respective effects of moderate-intensity continuous training (MICT) and high-intensity interval training (HIIT) on improving behavioural function and cerebral plasticity remain unknown. The purpose of this study was to determine the relative effects of 4 weeks of MICT and HIIT training on endurance, sensorimotor, and cognitive performance, as well as on the expression of neurotrophic markers in the hippocampus and cerebral cortex in aged rats. Twenty-two old male Wistar rats were assigned to one of the following groups: MICT (n = 7), HIIT (n = 6), and Control (n = 9). Incremental treadmill exercise tests, the forelimb grip strength test, the adhesive removal test, and the novel object recognition test were performed. Cerebral cortex and hippocampus were then removed for ELISA and Western blot measurements. The results showed similar benefits of MICT and HIIT on sensorimotor and cognitive functions, and a greater benefit of HIIT on endurance performance. HIIT and MICT differentially promoted cortical and hippocampal neurotrophic markers, demonstrating their complementarity. However, MICT was found to be more effective in promoting a broader range of markers, suggesting its potential as an initial training strategy for older adults.