This study compared the hemodynamic changes in the prefrontal cortex during sprint interval training (SIT) and recovery periods in sedentary and athletes. SIT was performed on a cycling ergometer on 12 male athletes and 9 sedentary participants. A functional near-infrared spectroscopy (fNIRS) device was used to record the hemodynamic changes of the prefrontal cortex throughout the protocol. The oxyhemoglobin (Oxy-Hb) levels in the prefrontal cortex were increased significantly, and the power outputs were decreased in repetitive Wingate anaerobic tests (WAnTs) in Sedentary and Athletes group (p < 0.001). In addition, the Sedentary group had higher Oxy-Hb values (p < 0.001). However, the recovery times decreased significantly after all WAnTs (p < 0.05). Despite the increased fatigue, athletes performed better with less Oxy-Hb than the sedentary participants. Also, the recovery of the Oxy-Hb values in the prefrontal region was faster in athletes. These results may highlight a possible brain adaptation in athletes.