The purpose of our study was to obtain evidence that an unsupervised tele-exercise program (TEgroup) via an online platform is a feasible alternative to a hybrid mode of supervised and unsupervised exercise (HEgroup) sessions for improving fitness indexes, respiratory and cognitive functions, and biomarkers of oxidative stress in patients recovering from COVID-19. Forty-nine patients with long post-COVID-19 were randomly divided into two groups (HEgroup: n = 24, age 60.0 ± 9.5 years versus TEgroup: n = 25, age 58.7 ± 9.5 years). For each patient, we collected data from body composition, oxidative stress, pulmonary function, physical fitness, and cognitive function before and after the 12-week exercise rehabilitation program (ERP). Our data showed differences in both groups before and after 12-week ERP on fitness indicators, body composition, and pulmonary function indicators. Our findings demonstrated differences between groups after 12-week ERP on adjustment in the domains of cognitive function (HEgroup increased the "visuospatial" domain: 3.2 ± 1.1 versus 3.5 ± 0.8 score, p = 0.008 and TEgroup increased the "memory" domain: 3.3 ± 1.0 versus 3.8 ± 0.5 score, p = 0.003; after 12-week ERP showed differences between groups in domain "attention" TEgroup: 4.8 ± 1.5 versus HEgroup: 3.6 ± 1.8 score, p = 0.014) and the diffusing capacity for carbon monoxide (HEgroup increased the percent of predicted values at 0.5 ± 32.3% and TEgroup at 26.0 ± 33.1%, p < 0.001). These findings may be attributed to the different ways of learning exercise programs, resulting in the recruitment of different neural circuits.