The purpose of the study was to determine whether short-term high-intensity aerobic interval training improves resting pulmonary diffusing capacity for nitric oxide (DLNO) and carbon monoxide (DLCO). Twenty-eight sedentary women [mean (SD) age 32 (11) years, body mass index 24.3 (5.7) kg m(-2)] were randomly assigned to either a self-directed moderate-intensity physical activity (n = 14) group or a supervised high-intensity aerobic interval training group (n = 14). The moderate physical activity group and the aerobic interval training group increased weekly physical activity energy expenditure by 800 and 1600 kcal week(-1), respectively. After 6 weeks, aerobic capacity increased to a similar exent in both groups (mean improvement 8%, effect size 0.39). The DLNO, but not DLCO, increased to a similar extent in both groups, by 4% or 3.0 (5.7) [95% confidence interval 0.8, 5.2] ml min(-1) mmHg(-1) m(-2) from pre- to post-training (effect size 0.27). There was no correlation between the change in aerobic capacity and the change in DLNO (P > 0.05) or between the change in aerobic capacity and the change in total weekly physical activity energy expenditure (P > 0.05). Interval training does not provide additional improvements in DLNO or aerobic capacity compared with self-directed moderate-intensity physical activity (4-6 metabolic equivalent tasks, 800 kcal week(-1), for 6 weeks) in unfit women. Despite the slight improvement in both DLNO and aerobic capacity, true meaningful physiological changes in these parameters remain questionable.