Skeletal muscle is an endocrine organ that releases myokines and metabolites acting locally or systemically to influence other tissues, including the brain. These mediators, such as myokines and kynurenine pathway metabolites, are implicated in neuroprotective effects via modulation of inflammation, neuroplasticity, and neurotransmission. However, the role of exercise intensity in regulating these mediators in muscle and blood remains unclear. We hypothesised that high-intensity interval training (HIIT) would be superior to moderate-intensity continuous training (MICT) in increasing muscle and circulating mediators associated with neuroprotection in middle-aged adults. Thirty-two sedentary, middle-aged (45–65 years; 3 males, 29 females) adults completed one of two 12-week, work-matched cardiorespiratory exercise interventions (randomised): MICT (36–48 min, ~60% peak power) or HIIT (4–7 × 4 min, ~90% peak power). Muscle biopsies and blood samples were collected before and after training to assess myokines (FNDC5, BDNF, VEGF, CTSB) and kynurenine pathway metabolites. Both MICT and HIIT improved cardiorespiratory fitness, with significant increases in V̇O2peak (MICT p < 0.0001; HIIT p < 0.0001; between-group p = 0.0482) and Ẇpeak (MICT p < 0.0001; HIIT p < 0.0001; between-group p = 0.0192), favouring HIIT. Skeletal muscle VEGF (both groups p = 0.0075) and CTSB (MICT p = 0.0257; HIIT p = 0.0017) increased in both groups without between-group differences. FNDC5 and BDNF levels were unchanged in muscle and serum (p > 0.05). Both interventions elevated serum kynurenine and the kynurenine/tryptophan ratio (time p < 0.05). HIIT specifically increased serum kynurenic acid (p = 0.05), picolinic acid (p = 0.0078), and muscle kynurenine aminotransferase 1 (KAT1; p = 0.005), suggesting a greater shift toward the neuroprotective branch of the pathway with higher intensity training. The favourable effect of HIIT as a neuroprotective intervention in middle-aged adults appears mediated by its effects on the kynurenine pathway rather than muscle-derived myokines.