Physical training has beneficial effects not only on physical fitness, but also on cognitive functions. The most effective way to improve cognitive functions via physical training as well as the degree to which training effects transfer to untrained cognitive functions is still unclear, however. Here, we investigated the effects of adaptive and multi-modal short-term training interventions on cognitive training gains and transfer effects. Over a period of 12 weeks, 102 employees of a car manufacturing company (age range 20 to 61 years) received trainer-guided exercises, consisting of either two adaptive training interventions, physical (strength) training and multi-modal (motor-cognitive) training, or non-adaptive strength training (active control group). For the multi-modal intervention, the "Agility Board" was employed, a novel, multi-modal training device. Pre- and post-training, psychometric tests were conducted to measure cognitive abilities, such as perceptual speed, attention, short-term memory, working memory, inhibition, and mental rotation. In addition, motor-cognitive performance was assessed. Compared with the active control group, both training groups showed enhanced performance at posttest. While multi-modal training yielded performance improvements only in trained tasks, physical training was associated with improvements in untrained working memory updating and immediate recall tasks, suggesting transfer effects to short-term and working memory functioning. In summary, the results demonstrate the importance of adaptive difficulty settings for short-term physical training interventions, at least for the enhancement of working memory.