Acclimation resulting from low- to moderate-intensity physical exertion in the heat induces several thermoregulatory adaptations, including slower exercise-induced increases in core body temperature. However, few studies have investigated the thermoregulatory adaptations induced by high-intensity interval training (HIIT) protocols. Thus, the present study aimed to compare the adaptations in rats' thermoregulatory parameters and aerobic performance observed after two different heat acclimation regimens consisting of HIIT protocols performed in a hot environment. Twenty-three adult male Wistar rats were initially subjected to an incremental-speed exercise at 32°C until they were fatigued and then randomly assigned to one of the following three heat acclimation strategies: passive heat exposure without any exercise (untrained controls-UN; n = 7), HIIT performed at the maximal aerobic speed (HIIT100%; n = 8) and HIIT performed at a high but submaximal speed (HIIT85%; n = 8). Following the two weeks of interventions, the rats were again subjected to a fatiguing incremental exercise at 32°C, while their colonic temperature (TCOL) was recorded. The workload performed by the rats and their thermoregulatory efficiency were calculated. After the intervention period, rats subjected to both HIIT protocols attained greater workloads (HIIT100%: 313.7 ± 21.9 J vs. HIIT85%: 318.1 ± 32.6 J vs. UN: 250.8 ± 32.4 J; p < 0.01) and presented a lower ratio between the change in TCOL and the distance travelled (HIIT100%: 4.95 ± 0.42°C/km vs. HIIT85%: 4.33 ± 0.59°C/km vs. UN: 6.14 ± 1.03°C/km; p < 0.001) when compared to UN rats. The latter finding indicates better thermoregulatory efficiency in trained animals. No differences were observed between rats subjected to the two HIIT regimens. In conclusion, the two HIIT protocols induce greater thermoregulatory adaptations and performance improvements than passive heat exposure. These adaptations do not differ between the two training protocols investigated in the present study.