The purpose of this review is to examine the effects of high-intensity interval training (HIIT) on cognitive performance and neurophysiological adaptations based on the current literature. In this review, information regarding the effects of HIIT on cognitive performance, cerebral blood flow, neurotransmitter responses, brain-derived neurotrophic factor (BDNF), lactate metabolism, and the central nervous system was obtained by screening studies published between 2000 and 2024 in the PubMed, Web of Science, Scopus, and ScienceDirect databases. The literature search utilized the following keywords: “HIIT,” “cognitive performance,” “neurophysiological adaptation,” “BDNF,” “lactate,” “executive function,” and “reaction time.” Studies in the literature indicate that HIIT training may have positive effects on cognitive performance components such as attention, executive functions, processing speed, and reaction time. These effects are reported to be associated with increased cerebral blood flow, oxygenation levels, and the release of neurotransmitters such as dopamine, serotonin, and norepinephrine. Additionally, it is stated that HIIT supports synaptic plasticity by increasing BDNF levels and contributes to learning and memory processes. From a neurophysiological perspective, it is noted that HIIT increases central nervous system activation and modulates motor cortex excitability. Furthermore, it is reported that lactate can be utilized as an alternative energy source in the brain and may play a regulatory role in neurocognitive processes. HIIT workouts have positive effects on cognitive performance and neurophysiological adaptations. In particular, their effects on attention, reaction time, and executive functions demonstrate that HIIT is an important exercise model for improving cognitive health and performance.