The purposes of this study were to determine: (i) the extent of an acute session of high-intensity intermittent exercise (HIIE) followed by a concurrent strength session (Conc) on the increase of systemic inflammatory cytokines and chemokines, and (ii) whether eight weeks of high intensity interval training plus concurrent strength training alters the acute inflammatory response and immune status. Ten recreationally active males (aged 26.9 ± 4.3 years) performed two experimental exercise sessions interspersed by eight weeks of HIIT plus concurrent strength training. The experimental exercise session was composed of a 5-km run on a treadmill (1:1 at 100% of maximal aerobic speed (MAS)), and after 10 min of passive recovery, back squat exercises were performed (80% 1RM, four sets until exhaustion). Serum samples were collected after fasting, pre-HIIE, post-HIIE, Pre-Conc, Post-Conc, and 30 and 60 min post-exercise session. The comparison between both concurrent exercise sessions was performed using repeated measure ANOVA, with the Bonferroni Post-hoc when necessary. Interleukin-6 (IL-6) presented a moment effect (F = 6.72; p < 0.05), with Post-Conc significantly higher than pre-HIIE, Post-HIIE, and 60 min, only a tendency was found between pre-HIIE and post-HIIE (difference = −5.99; p = 0.09). MCP-1 and IL-1ra did not present effects for condition, moment, or interaction. Interleukin-10 (IL-10) presented both moment and interaction effects (F = 5.31 and 2.50; p = 0.005 and 0.036). Pre-Conc and Post-Conc were significantly higher than Pre-HIIE. The interaction between before and after eight weeks of concurrent training probably occurred at Post-Conc (11.42 ± 3.09 pg mL−1 and 8.88 ± 1.29 pg mL−1). In addition, maintenance of immune function was observed. Therefore, HIIE and concurrent strength exercise lead to an increase in cytokines response, but eight weeks of training program promoted anti-inflammatory response after an acute session of concurrent exercise.