We aimed to investigate the effect of three types of exercise interventions on memory (i.e., immediate memory (IM), long‐term memory (LTM), and recognition). We also investigated whether exercise‐induced changes in circulating S‐Klotho and 1,25‐dihydroxivitamin D (1,25(OH)2D) levels were related to those observed in memory in healthy middle‐aged sedentary adults. A 12‐week randomized controlled trial was performed with a parallel‐group design. Seventy‐four participants (45–65 years old: 53% women) were randomly assigned to (1) no exercise (control) group, (2) concurrent training based on the international physical activity recommendations (PAR) group, (3) high‐intensity interval training (HIIT) group, or (4) HIIT plus whole‐body electromyostimulation (HIIT‐EMS) group. Memory outcomes were assessed using the Wechsler Memory Scale‐third edition. S‐Klotho plasma levels were determined according to a solid‐phase sandwich enzyme‐linked immunosorbent assay kit while 1,25(OH)2D plasma levels were measured using a DiaSorin‐Liaison immunochemiluminometric analyzer. IM‐Verbal Paired Associates (IM‐VPA) and IM‐Logical Memory (IM‐LM) were improved in both the HIIT and HIIT‐EMS groups compared with the control group (all p ≤ 0.045). Exercise‐induced changes in S‐Klotho plasma levels were positively associated with those observed in IM, LTM, and recognition (all p ≤ 0.007), whereas exercise‐induced changes in 1,25(OH)2D plasma levels were directly related to changes in IM and LTM (all p ≤ 0.048). In conclusion, a 12‐week HIIT intervention with or without WB‐EMS seems to be the most effective exercise program to improve IM. The significant and positive associations between exercise‐induced changes in S‐Klotho and 1,25(OH)2D levels with those observed in memory outcomes suggest that these factors may be potentially related to exercise‐induced improvements of memory in middle‐aged adults.