Purpose: We investigated whether obesity adversities such as excessive body fat, compensatory hyperinsulinemia, metabolic endotoxemia, irregular androgenicity, and reduced cardiorespiratory and anaerobic fitness are ameliorated by high-intensity interval training (HIIT) with or without caffeine supplementation in women with obesity. Methods: Twenty-four women with obesity (Asian cutoff point body mass index ≥ 27 kg·m, body fat = 40%) were evenly randomized to caffeine (CAF) and placebo (PLA) trials for an 8-wk HIIT program (10 × 1-min sprints, interspersed by 1-min rest). CAF (3 mg·kg·bw) and PLA were supplemented before each training session. Body fat was assessed by dual-energy x-ray absorptiometry before and after training together with assessments of glucose tolerance (oral glucose tolerance test, or OGTT), lipopolysaccharide endotoxins, testosterone, cardiorespiratory, and anaerobic fitness. Results: Significant interaction between HIIT and CAF was found for OGTT glucose and OGTT insulin levels (P = 0.001 and P = 0.049 respectively). HIIT-alone increased glucose at 90 min (P = 0.049) and OGTT insulin at 60 min (P = 0.038). Conversely, HIIT with CAF decreased OGTT glucose at 120 min (P = 0.024) without affecting OGTT insulin. HIIT-alone induced 28.3% higher OGTT insulin (effect size d = 0.59 for area under the curve) and 14.5% higher OGTT glucose (d = 0.28). Conversely, HIIT with CAF decreased OGTT glucose by 19.1% (d = 0.51 for area under the curve) without changing OGTT insulin. HIIT-alone effects on glycemia and insulinemia were concurrent with a 31% increase in lipopolysaccharide endotoxins (P = 0.07; d = 0.78; confidence interval, 5.7-8.7) in the PLA but not in CAF treatment (P = 0.99; d = 0.003; confidence interval, 6.5-10.6), although endotoxin level remained within the recommended healthy thresholds. Furthermore, either HIIT alone or with CAF reduced body fat percentage (P < 0.001, ANOVA main training effects), increased muscle mass (P = 0.002), reduced testosterone (P = 0.005), and increased cardiorespiratory and anaerobic capacity (P < 0.001). Conclusions: HIIT induces fat loss and decreases androgenicity in women with obesity. However, its side effects such as endotoxemia and hyperinsulinemia are ameliorated by caffeine supplementation.