To delay age-related bone loss, physical activity is recommended during growth. However, it is unknown whether interval training is more efficient than continuous training to increase bone mass both quickly and to a greater extent. The aim of this study was to compare the effects of a 10-week interval training regime with a 14-week continuous training regime on bone mineral density (BMD). Forty-four male Wistar rats (8 weeks old) were separated into four groups: control for 10 weeks (C10), control for 14 weeks (C14), moderate interval training for 10 weeks (IT) and moderate continuous training for 14 weeks (CT). Rats were exercised 1 h/day, 5 day/week. Body composition and BMD of the whole body and femur respectively were assessed by dual-energy X-ray absorptiometry at baseline and after training to determine raw gain and weight-normalized BMD gain. Both trained groups had lower weight and fat mass gain when compared to controls. Both trained groups gained more BMD compared to controls when normalized to body weight. Using a 30% shorter training period, the IT group showed more than 20% higher whole body and femur BMD gains compared to the CT. Our data suggest that moderate IT was able to produce faster bone adaptations than moderate CT.