We investigated the acute neuromuscular and stress responses to three different high-intensity interval training sessions in young (age 19.5 ± 1.3 years) and older (age 65.7 ± 2.8 years) women. Cycling exercise comprised either 6 × 5 s or 3 × 30 s all-out, or 3 × 60 s submaximal, efforts each performed 5 weeks apart in randomized order. Peak and average power was higher in young than in older women and was largest during the 6 × 5 s strategy in both groups (p < 0.05). The decrease in the ratio of torques evoked by 20 and 100 Hz electrical stimulation, representing low-frequency fatigue, was more evident after the 3 × 30 and 3 × 60 s than the 6 × 5 s bout in both groups and was larger in young than in older women (p < 0.05). Both groups preferred 6 × 5 s cycling for further training. In conclusion, in young women, very low volume (6 × 5 s) all-out exercise induces significant physiological stress and seems to be an effective means of training. For older women, longer exercise sessions (3 × 60 s) are more stressful than shorter ones but are still tolerable psychologically.