Menopause-related cognitive decline, often worsened by vasomotor symptoms (VMS), might be mitigated by high cardiorespiratory fitness (CRF). Although acute exercise supports neurocognitive function, its effects vary by exercise and individual characteristics. In this study, we investigated the acute effects of isometric resistance exercise (IRE) and high-intensity interval exercise (HIIE) on prefrontal cortex oxygenation and cognitive performance in postmenopausal women and examined the influence of VMS and CRF on these outcomes. A cross-over randomized controlled trial was conducted among 29 women aged 55 ± 3 years. The HIIE session included two sets of 12 × 15 s at 100% maximal aerobic power, and the IRE session included 4 × 2 min at 30% maximal voluntary force. Cognitive functions were evaluated before and after sessions using the MEM-III story recall test (episodic memory), Stroop task (inhibitory control) and n-back task (working memory). Prefrontal cortex oxygenation was assessed by measuring oxyhaemoglobin (ΔHbO2), deoxygenated haemoglobin (ΔHHb) and total haemoglobin (ΔtHb) concentrations before, during and after each session. No effect of exercise was noted on cognitive performance. However, prefrontal cortex oxygenation increased during HIIE (ΔHbO2: d = 0.99, p textless 0.0001; ΔHHb: d = 0.68, p = 0.018; ΔtHb: d = 0.96, p = 0.001), during IRE (ΔHbO2: d = 1.2, p = 0.003) and post-HIIE (ΔHbO2 and ΔtHb: d textgreater 1; p textless 0.0001) versus control. CRF positively modulated cognitive and cerebrovascular responses to IRE, whereas VMS showed no influence. IRE and HIIE did not improve cognitive performance in postmenopausal women, but increased prefrontal cortex oxygenation, with sustained effects after HIIE. CRF positively modulated responses, whereas VMS did not, underscoring the importance of maintaining high CRF to support brain health in this population.