It is known that chronic endurance training leads to improvements in the lipoprotein profile, but less is known about changes that occur during postexercise recovery acutely. We analyzed triglyceride (TG), cholesterol classes and apolipoproteins in samples collected before, during and after individual moderate- and hard-intensity exercise sessions in men and women that were isoenergetic between intensities. Young healthy men (n = 9) and young healthy women (n = 9) were studied under three different conditions with diet unchanged between trials: (1) before, during and 3 h after 90 min of exercise at 45% VO2peak (E45); (2) before, during and 3 h after 60 min of exercise at 65% VO2peak (E65), and (3) in a time-matched sedentary control trial (C). At baseline, high-density lipoprotein cholesterol (HDL-C) was higher in women than men (P < 0.05). In men and in women, total cholesterol (TC), low-density lipoprotein cholesterol (LDL-C), HDL-C, apolipoprotein A-I (apoA-I), apolipoprotein B (apoB), and LDL peak particle size were unaltered by exercise either during exertion or after 3 h of recovery. In women, but not in men, average plasma TG was significantly reduced below C at 3 h postexercise by approximately 15% in E45 and 25% in E65 (P < 0.05) with no significant difference between exercise intensities. In summary, plasma TG concentration rapidly declines following exercise in women, but not in men. These results demonstrate an important mechanism by which each individual exercise session may incrementally reduce the risk for cardiovascular disease (CVD) in women.