There is conflicting evidence on whether concurrent aerobic endurance and resistance training (RT) leads to synergistic enhancements in aerobic capacity and muscular strength or causes interference, limiting performance gains. We developed a concurrent training (CT) intervention, including full-body dynamic RT combined with high-intensity interval training (HIIT), on a cycle ergometer to determine whether a brief CT intervention is beneficial to both muscular strength and aerobic capacity. In an exploratory pilot study, participants (n = 10; male = 4) undertook a four-week CT intervention consisting of RT, including six compound movements (bench press, squat, deadlift, Pendley row, squat jumps, and rack pulls), plus cycle HIIT. The pre-/post-intervention improvements were assessed via bench press and leg press 3RM testing, an isometric mid-thigh pull, a countermovement jump, and the change in the relative V˙O2max. We observed significant (p < 0.1) increases in the bench press (6.4%), leg press (6.7%), IMTP (11.1%), and relative V˙O2max (7%) results. Interestingly, the participants with the highest pre-intervention relative V˙O2max demonstrated no performance improvements. These pilot test results suggest that CT is an effective strategy that enables synergistic enhancements that can be observed with very low training volumes. This suggests that CT is an effective strategy for improving muscular strength and aerobic endurance in non-elite physically active individuals.