Background: COVID-19 pandemic has exacerbated the problem of physical inactivity and weight gain. Consequently, new strategies to counteract weight gain are being sought. Because of their accessibility, interval training and cold therapy are the most popular such strategies. We here aimed to examine the effect of 6 units of high-intensity interval training (HIIT), applied alone or in combination with 10 sessions of whole-body cryotherapy (WBC; 3 min at –110 ∘C per session) on incretins, myokines, and adipokines levels. Materials and methods: The study involved 65 subjects (body mass index of approximately 30 kg⋅m-2). The subjects were randomly divided into training group (TR; n = 27) and training supported by WBC group (TR-WBC; n = 38). Blood samples were collected before, immediately following, and 4 weeks after the intervention. Results: Fibroblast growth factor 21 (FGF21) levels significantly increased (p = 0.03) and adiponectin levels increased in the TR group (p = 0.05) compared with those recorded in TR-WBC group 24 h after the end of experimental protocol. Beneficial changes in the lipid profile (p = 0.07), a significant drop in visfatin levels (p < 0.05), and the improvement in β-cell function (HOMA-B; p = 0.02) were also observed in the TR group in the same time point of study. While TR-WBC did not induce similar changes, it ameliorated blood glucose levels (p = 0.03). Changes induced by both interventions were only sustained for 4 weeks after treatment. Conclusion: Collectively, HIIT, alone and in combination with WBC, positively affects metabolic indicators, albeit, most likely, different mechanisms drive the beneficial effects of different treatments.