Purpose The aim of this study was to test the hypothesis that using threshold-based high intensity interval training (HIITTHR) prescribed at an intensity above critical power (CP) in males and females matched for maximal oxygen uptake (O2max) (mL/kg lean mass/min) will yield no sex differences in time to fatigue. Methods Thirteen males (mean ± SD: 22.0 ± 2.48 years, 181 ± 8.36 cm, 78.8 ± 11.4 kg) and eleven females (mean ± SD: 22.4 ± 2.69 years, 170 ± 5.73 cm, 65.2 ± 7.66 kg) initially undertook an incremental test to exhaustion to determine O2max, and a CP test. Then, one HIIT session (4 min on, 2 min off) was performed to exhaustion at the work rate associated with 105%CP. Acute physiological and cardiovascular responses were recorded. Results No sex differences were recorded in time to fatigue [Female vs. Male (min): 36.0 ± 18.5 vs. 39.3 ± 16.3], heart rate, rate of perceived exertion, or %oxygenated [haem]. Females displayed lower %deoxygenated [haem] at the end of interval 1, 2, 3, and 4 [Female vs. Male (%): 89.4 ± 21.2 vs. 110 ± 27.3, 92.0 ± 21.5 vs. 115 ± 27.6, 87.1 ± 23.7 vs. 112 ± 22.8, 88.9 ± 26.3 vs. 113 ± 23.5]. Large interindividual variability in performance, and physiological and perceptual response were present despite the use of threshold-based prescription. Conclusion The present study suggests that threshold-based prescription may help standardize the mean response exercise across sexes but does not eliminate physiological or perceptual variability. Furthermore, the lack of sex differences in TTF was accompanied by greater %deoxy[haem] in males, indicating tissue oxygenation is an unlikely determinant of HIIT performance. This study has been retrospectively registered at Trial Registration https://doi.org/10.17605/OSF.IO/KZVGC January 17th, 2023, following data collection but prior to data analyses