The present study aimed to investigate the effects of a 10-week online high-intensity interval training (HIIT) program on body composition and aerobic and aerobic performance in physically sedentary women. A parallel, two-group, longitudinal (pre, post) design was used with physical tests performed before (preintervention) and after (postintervention) the 10-week intervention period. A total of forty-eight healthy and physically sedentary women (defined as an individual who lacks regular exercise or a structured fitness routine) were recruited to participate in this study. The participants were distributed in two groups: the experimental group (EG) with 24 women (mean ± SD: age 21.21 ± 2.15 years; weight: 61.16 ± 8.94 kg; height: 163.96 ± 4.87 cm; body mass index (BMI): 22.69 ± 2.49 kg/m2) and the control group (CG) with another 24 women (mean ± SD: age 20.50 ± 1.29 years; weight: 62.0 ± 6.65 kg; height: 163.92 ± 4.89 cm; body mass index: 23.04 ± 1.74 kg/m2). The EG performed an online HIIT program for 10 weeks, while the CG continued with their daily life routines. The repeated measures ANCOVA indicated a significant effect in the within-group analysis for weight (p = 0.001; d = -0.96) and for BMI (p = 0.001; d = 0.24), with a significant decrease in the experimental group (EG). The control group (CG) did not show any significant decrease in either body weight or BMI. Regarding the maximal oxygen uptake (VO2 max) values, the EG exhibited a significant improvement (p = 0.001; d = -1.07), whereas the CG did not demonstrate a significant improvement (p = 0.08; d = -0.37). The EG's power output (W) (p = 0.001; d = -0.50) and power output standardized by body weight (W/kg) (p = 0.001; d = -0.96) were significantly improved. The CG did not show a significant improvement in either power output (W/kg) or power output. Lastly, the within-group analysis with load revealed that the EG significantly improved (p = 0.001; d = -0.50), while CG did not show a significant improvement in load (p = 0.10.; d = -0.10). The present study showed that 10 weeks of HIIT in an online environment during the COVID-19 lockdown significantly improved maximum oxygen consumption and caused weight loss and a significant decrease in body mass index in physically sedentary women. These results suggest that HIIT may be used as a time-efficient strategy to improve body composition and cardio-respiratory fitness in sedentary women.