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Exercise interventions are often less effective at improving body composition for females than males, potentially due to post-exercise hormonal responses that increase energy intake in females. Recently, sprint interval training was shown to effectively reduce body fat in females despite being relatively low during exercise energy expenditure. To determine whether any sex difference in total PYY, GLP-1 or perceived hunger exists following moderate-intensity continuous exercise (MICT) and sprint interval exercise (SIT) Twenty-one active participants (11 females) participated in three sessions in a randomized crossover design: (1) MICT, 30-min cycling at 65% VO2max; (2) SIT, 6 × 30 s “all-out” sprints with 4-min recovery periods; (3) control (CTRL; no exercise). Blood samples were collected pre-exercise, immediately and 90 min post-exercise for the measurement of total PYY and GLP-1. Subjective perceptions of hunger were assessed using a visual analogue scale pre-breakfast and before all blood samples. Concentrations of total PYY and GLP-1 were greater during MICT (P = 0.05) and SIT (P = 0.005) compared to CTRL. Total PYY increased more immediately post-exercise in males than females (P = 0.030). GLP-1 only increased in females following MICT (P = 0.034) and SIT (P = 0.024) compared to CTRL. Perceived hunger was lower immediately post-MICT (P = 0.016) and SIT (P = 0.006) compared to CTRL. These results suggest that total PYY and GLP-1 respond differently to exercise in males and females over 90 min following various exercise intensities. The observed post-exercise hormonal response would not be expected to create a compensatory increase in energy intake in females.