Fatty liver can be induced by dietary habits and lifestyle and is directly related to obesity. Although the benefits of exercise interventions for reduction of liver fat have recently been acknowledged, the underlying mechanisms remain unclear. Thus, our present study investigated the effects of high-intensity interval training (HIIT) and moderate-intensity continuous training (MICT) on high-fat diet-induced hepatic lipid accumulation, and explored the role of endoplasmic reticulum (ER) stress signaling pathways. To establish an obesity model, rats were fed with a normal standard diet or a high-fat diet (45% kcal as fat). Then, both lean and obese rats were divided into three subgroups: sedentary control (LC, OC) groups, high-intensity interval training (LHI, OHI) groups, and moderated-intensity continuous training (LMI, OMI) groups (n = 10). Rats in the exercise group underwent a swimming training protocol for 8 weeks. After the experimental period, serum and liver tissues from different groups were dissected for morphological and biochemical analyses. The results showed that with HIIT and MICT interventions, body weight and serum inflammatory markers (e.g., MCP-1, IL-1β, and TNF-α) were reduced in obese rats. Interestingly, HIIT was more effective in ameliorating liver triglyceride content and enhancing mitochondrial metabolic-enzymatic activity than was MICT in obese rats. Both HIIT and MICT conferred beneficial properties through upregulating Nrf2 expression, improving antioxidant enzyme activities and reduction of hepatic ER stress, which may have been regulated by the Bip-mediated PERK-ATF4-CHOP pathway. In conclusion, our findings confirmed the effectiveness of HIIT and MICT, particularly HIIT, in mitigating hepatic lipid accumulation.