Objective: There has been compelling debate about whether interval exercise should be promoted in public health strategies to increase physical activity participation, particularly among inactive populations. Despite a rapidly growing body of quantitative research, there is a notable absence of qualitative research on the topic. This study used a series of interviews conducted over time to develop a richer understanding of (1) inactive adults' experiences during and following moderate-intensity continuous training (MICT), high-intensity interval training (HIIT), and sprint interval training (SIT) trials completed in the laboratory; (2) how their perceptions of MICT, HIIT, and SIT changed over time and with experience; and (3) factors that may influence their ability to engage in real-world MICT, HIIT, and SIT. Methods: Thirty inactive young adults completed three trials of cycling exercise in a random order on separate days: MICT, HIIT, and SIT, and subsequently logged their free-living exercise over four weeks. Interviews were conducted at five timepoints and were subjected to a thematic analysis. Results: Three overarching themes were identified: (1) thoughts and beliefs about exercise, (2) physiological and psychological exercise experiences, (3) challenges with real-world exercise behaviour. Conclusions: The findings emphasize that people respond differently to different forms of exercise and their decisions to participate in interval or continuous exercise are far more complex than can be captured by quantitative methodologies alone. It appears that there is indeed a place for interval exercise in exercise plans and programs for the general population and interval exercise can be used concurrently with continuous exercise.