This review examined if high-intensity interval exercise (HIIE) reduces postprandial triacylglycerol (TAG) levels. Fifteen studies were identified, in which the effect of interval exercise conducted at an intensity of >65% of maximal oxygen uptake was evaluated on postprandial TAG levels. Analysis was divided between studies that included supramaximal exercise and those that included submaximal interval exercise. Ten studies examined the effect of a single session of low-volume HIIE including supramaximal sprints on postprandial TAG. Seven of these studies noted reductions in the postprandial total TAG area under the curve the morning after exercise of between ~10 and 21% compared with rest, but three investigations found no significant difference in TAG levels. Variations in the HIIE protocol used, inter-individual variation or insufficient time post-exercise for an increase in lipoprotein lipase activity are proposed reasons for the divergent results among studies. Five studies examined the effect of high-volume submaximal interval exercise on postprandial TAG. Four of these studies were characterised by high exercise energy expenditure and effectively attenuated total postprandial TAG levels by ~15-30%, but one study with a lower energy expenditure found no effect on TAG. The evidence suggests that supramaximal HIIE can induce large reductions in postprandial TAG levels but findings are inconsistent. Submaximal interval exercise offers no TAG metabolic or time advantage over continuous aerobic exercise but could be appealing in nature to some individuals. Future research should examine if submaximal interval exercise can reduce TAG levels in line with more realistic and achievable exercise durations of 30 min per day.