Exercise training is an effective intervention for treating and preventing hypertension, but its effects on heart rate (HR) response to exercise and cardiorespiratory fitness (CRF) of non-hypertensive offspring of hypertensive parents (FH+) has not been studied. We compared the effects of three times per week equal-volume high-intensity aerobic interval (AIT) and continuous moderate-intensity exercise (CME) on HR response to exercise and CRF of FH+. Forty-four young FH+ women (25.0 ± 4.4 years) randomized to control (CON; n = 12), AIT (80-90% of VO(2MAX); n = 16), or CME (50-60% of VO(2MAX); n = 16) performed a graded exercise test (GXT) before and after 16 weeks of follow-up to evaluate HR response to exercise and several parameters of CRF. Resting, maximal, and reserve HR did not change after the follow-up in all groups. HR recovery (difference between HR(MAX) and HR at 1 minute of GXT recovery phase) improved only after AIT (11.8 ± 4.9 vs. 20.6 ± 5.8 bpm, p < 0.01). Both exercise programmes were effective for improving CRF parameters, but AIT was more effective than CME for improving oxygen consumption at the respiratory compensation point (VO(2RCP); 22.1% vs. 8.8%, p = 0.008) and maximal effort (VO(2MAX); 15.8% vs. 8.0%, p = 0.036), as well as tolerance time (TT) to reach anaerobic threshold (TT(AT); 62.0 vs. 37.7, p = 0.048), TT(RCP) (49.3 vs. 32.9, p = 0.032), and TT(MAX) (38.9 vs. 29.2, p = 0.042). Exercise intensity was an important factor in improving HR recovery and CRF of FH+women. These findings may have important implications for designing exercise-training programmes for the prevention of an inherited hypertensive disorder.