The Biochemical Evaluation of a Health Intervention Programme (B.E. H.I.P.) investigated the impact of progressive exercise intensity in overweight and obese children. A 5-month prospective randomized crossover design (XA, immediate intervention; OB, control group; XB, delayed intervention, OA, postintervention follow-up) with a 10-week health intervention programme was employed. The intervention utilized a progressive increase in high-intensity exercise (≥75% maximum heart rate) and included 3 nutrition and 2 parent education sessions. Primary analysis was completed with (i) XA versus OB and (ii) all intervention participants (collapsed XA and XB = XAXB). Prepubertal overweight and obese male and female children (n = 27) between 5 and 10 years of age were randomly allocated to XA (n = 16; 11 females; waist circumference = 80.0 ± 10.6 cm) or OB (n = 11; 3 females; waist circumference = 76.6 ± 7.5 cm). The primary variables were heart rate and percent fat mass. All variables, including body composition, habitual activity, and serum lipids, were repeatedly measured for up to a maximum of 7 time points. Energy expenditure was quantitatively measured throughout each exercise class (n = 20). A significantly longer time in the exercise sessions was spent in high-intensity (35.1%–60.0%) versus low- to moderate-intensity (64.9%–40.0%) exercise as the intervention progressed from the first to the last attended exercise class (Fisher exact test, p < 0.0001). The percent fat mass decreased in all intervention participants (–2.2%, p < 0.0001). XA had a greater slope decrease than OB for percent fat mass (p = 0.00051) and triglycerides (p = 0.0467). In conclusion, high-intensity exercise, within a comprehensive health programme that includes nutrition education, improved the lipid and physiological health profiles of obese children.