This study aimed to examine the acute effects of moderate-intensity aerobic and high-intensity interval exercise protocols on Asprosin and Brain-Derived Neurotrophic Factor (BDNF) levels in inactive normal weight and obese individuals. A total of 20 male individuals aged 18–65 years, ten normal weight (NW) (Body Mass Index (BMI): 18.5–24.99 kg/m2) and 10 obese (Ob) (BMI: 24.99–35.00 kg/m2) participated in this study, voluntarily. Moderate aerobic exercise (AE) (main circuit 30 min, between 40 and 59% of Heart Rate Reserve: HRR) and High-Intensity Interval exercise (HIIE) running protocols (main circuit 20 min, between 75 and 90% of the HRR for 1 min*10 times, and 1-min active rest at 30% of the HRR) was applied to the volunteer participants in the morning hours (08.00–10.00 a.m.), following the night fasting (at least 8–10 h) for at least 3 days between each other. Blood samples were collected from the participants before and immediately after each exercise protocol, and serum asprosin and BDNF hormone levels were determined by Enzyme-Linked Immunosorbent Assay” method. Basal serum asprosin was found to be significantly higher in the Ob group compared to the NW group (p < .001), while the basal serum BDNF hormone was found to be lower (p < 0.05). It was observed that the serum asprosin level of both groups decreased significantly after both AE and HIIE protocols (p < 0.05). In addition, there was a significantly higher decrease in serum asprosin level in the Ob group compared to the NW group after HIIE protocol. For the Ob group, serum BDNF level increased considerably after HIIE protocol compared to AE protocol (p < 0.05). Serum asprosin was found to be higher in the Ob group, while the serum BDNF was found to be lower. In addition, the acute exercises of different intensity significantly affected hormones that regulate appetite metabolism. In particular, it was observed that the HIIE protocol had a greater effect on the regulation of appetite (hunger-satiety) in the Ob group. This result can be taken into account when planning training programs for these individuals.