We compared the effects of continuous exercise (CE) vs accumulated exercise (AE) training on CVD risk factors and heart of young male Wistar rats. The exercise training (ET) was performed in a swimming pool for 30–60 min/day, 5 days/week over 15 weeks. CE group performed the ET in a single long daily session (30–60 min), while AE group performed the ET at the same frequency, intensity, and duration of CE rats, but in three short bouts over the course of a day (10–20 min in three daily sessions). AE training was more efficient than CE in attenuating body and fat weight gain and inhibiting visceral adipocyte hypertrophy at the same food intake level. CE training was more efficient in improving systolic blood pressure, LDL/HDL cholesterol, and serum triglyceride. Both ET protocols increased heart function, decreased lipid peroxidation, and increased intracellular Hsp72 content in the heart. This work shows distinct beneficial effects of CE vs AE training suggesting that the prescription of one or other may be preferred to prevent the increase of a specific CVD risk factor.