High-intensity interval training (HIIT) has been linked to modulations in cortical activity, particularly in the alpha band power recorded through EEG. Given the role of alpha oscillations in cortical inhibition, activation, and attentional efficiency, this study aimed to explore their behavior in frontal regions during resting state after a HIIT session. Two healthy participants performed a cycling protocol consisting of ten intervals of 20 seconds at 90% of individual capacity with 40 seconds of active recovery at 50%. Resting-state EEG (2 min, eyes closed) was recorded before exercise, and again at 2- and 5-minutes post-exercise. Power spectral density (PSD) analysis was conducted using MATLAB and EEGLAB, and non-parametric tests (Kruskal–Wallis and post hoc comparisons) were applied. Results showed that one participant demonstrated a significant alpha PSD enhancement at 5 minutes post-exercise, while the other exhibited no significant differences across moments, showing only a tendency toward a delayed increase. Although preliminary, these findings partially align with previous studies reporting delayed increases in alpha PSD following intense exercise, interpreted as a reorganization of the cerebral activation state, either toward heightened alertness or functional rebalancing after exertion. In conclusion, this HIIT protocol may induce transient adaptations in frontal alpha dynamics, although larger samples are required to confirm this trend.