Beneficial effects of physical exercise training are in part related to enhancement of muscle mitochondrial performance. The effects of two different trainings were investigated on transcripts and proteins of the AMPK–PGC-1α signaling pathway, the mitochondrial functioning (citrate synthase (CS), oxidative phosphorylation complexes, uncoupling proteins (UCP)) and the antioxidant defenses (superoxide dismutase (SOD), glutathione peroxidase (GPx), catalase) in rainbow trout red and white skeletal muscles. One group of trouts swam for 10 days at a moderate intensity (approximately 57% Ucrit or 2.0 body lengths/s, 23.5 h/day) and another group at a high intensity (approximately 90% Ucrit or 3.2 body lengths/s, 2 h/day). In the red muscle, the increase of Cs mRNA levels was significantly correlated with the transcripts of Ampkα1, Ampkα2, Pgc-1α, the oxidative phosphorylation complexes, Ucp2α, Ucp2β, Sod1, Sod2 and Gpx1. After 10 days of training, high intensity training (HIT) stimulates more the transcription of genes involved in this aerobic pathway than moderate intensity training (MIT) in the skeletal muscles, and mainly in the red oxidative muscle. However, no changes in CS, cytochrome c oxidase (COX) and antioxidant defenses activities and in oxidative stress marker (isoprostane plasmatic levels) were observed. The transcriptomic responses are fiber- and training-type dependent when proteins were not yet expressed after 10 days of training. As in mammals, our results suggest that HIT could promote benefit effects in fish.