This study aimed to compare the acute heart rate (HR), blood lactate concentration ([La]) and the rating of perceived exertion (RPE) responses between sexes during three different high-intensity intermittent (HIIE) shuttle-run training models prescribed from the peak speed of the Futsal Intermittent Endurance Test (PSFIET). Eleven female (19.1 ± 1.7 years) and 11 male (22.1 ± 3.9 years) junior or professional futsal players firstly performed the FIET. Then, two HIIE models were performed by males and females in randomized order. Model 1 and 2 were sex-specific, while Model 3 was performed by both. HIIE models included shuttle-runs with short rest periods, followed by a 3-min rest interval between the sets. The intensity varied across models (92%, 89%, 86% PSFIET). HR (expressed as the percentage of the individual maximal HR), [La], and RPE values were acquired after each set and at the end of the session. All the comparisons were performed following a Bayesian approach. At the first set, cardiovascular strain (≈93.5% HRmax) was similar between sexes, but higher [La] was noticed in females (7.33;7.41 mmol/L) than in males (4.96;6.42 mmol/L). Females presented larger changes in the %HRmax (1.25;1.29 vs. 0.41;0.58 %) and [La] (0.56;1.26 vs. −0.25;0.63 mmol/L) than males for every additional set. Also, males presented lower RPE values than females in the same HIIE format (4.9 vs. 6.0 a.u), even though they performed one more set. In conclusion, female futsal players experienced greater perceptual and metabolic responses than male players during HIIE with more directional changes, suggesting sex specific responses to the addition of COD during HIIE.