This study involved the design and evaluation of the High-Intensity Interval Training Self-Efficacy Questionnaire (HIIT-SQ). Phase 1: Questionnaire items were developed. Phase 2: Australian adolescents (N = 389, 16.0 ± 0.4 years, 41.10% female) completed the HIIT-SQ, and factorial validity of the measurement model was explored. Phase 3: Adolescents (N = 100, age 12–14 years, 44% female) completed the HIIT-SQ twice (1 week apart) to evaluate test–retest reliability. Confirmatory factor analysis of the final six items (mean = 3.43–6.73, SD = 0.99–25.30) revealed adequate fit, χ2(21) = 21, p = .01, comparative fit index = .99, Tucker–Lewis index = .99, root mean square of approximation = .07, 90% confidence interval [.04, .11]. Factor loading estimates showed that all items were highly related to the factor (estimates range: 0.81–0.90). Intraclass coefficients and typical error values were .99 (95% confidence interval [.99, 1.00]) and .22, respectively. This study provides preliminary evidence for the validity and reliability of scores derived from the HIIT-SQ in adolescents.