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Postmenopausal women have an increased risk for cardiovascular disease through many factors, such as a sedentary lifestyle and reduced heart rate variability (HRV). Endurance training improves coronary risk but the role of exercise intensity is unclear. The purpose of this observational study was to evaluate the effects of moderate versus vigorous exercise on cardiovascular disease risk in postmenopausal women. Thirty-six postmenopausal women who self-reported training at moderate (3–5.9 METS; n = 18; age 58.9 ± 4.4yr) or vigorous intensities ( > 6 METS; n = 18; age 59.7 ± 5.2yr) participated. C-reactive protein (CRP), HRV, VO2max, and stress (Perceived Stress Survey, Menopause Rating Scale) were measured. Groups were compared using independent samples t-tests, and associations of exercise intensities with CRP and HRV were assessed using multiple regression. CRP, HRV, and VO2max were similar (p > 0.05). Vigorous exercise had lower stress subscale scores (p < 0.01) and higher counter-stress subscale scores compared to moderate (p < 0.05). There was a positive association between time spent in vigorous exercise and HRV (p < 0.05).Vigorous exercise may not confer additional benefits in CRP and HRV over moderate, except for stress reduction. However, more time spent in vigorous exercise was associated with higher HRV. Therefore, increased parasympathetic tone may provide cardioprotection after menopause.