Long COVID-19-related changes in physiology includes alterations in performing muscle work as fatigue. Data available do not allow us to define the usefulness of physical activity to attenuate long COVID-19 functional modifications. The present observational study investigates the effects of physical activity on the perception of fatigue, maximum power output, sleep, and cognitive modifications in subjects affected by long COVID-19, distinguishing between active and sedentary subjects. The data demonstrated the following: the perception of fatigue 1 year after the end of virus positivity was significantly reduced with respect to that observed after 6 months by more than 50% more in active subjects compared to sedentary ones; 6 months after the end of virus positivity, the force developed by active subjects was reduced (RM factor: p < 0.001, η2p = 0.527, post hoc: p < 0.001), but the reduction was more pronounced in sedentary ones (mean difference = 38.499 W); poor sleep quality and mild cognitive impairment were assessed in both active and sedentary subjects. In conclusion, the study suggests that the long COVID-19 fatigue was lower in active subjects respect to sedentary ones. A comparative analysis performed due to the overlap of functional alterations between long COVID-19 and ME/CFS showed that in a small percentage of the enrolled subjects (8%), the symptomatology reflected that of ME/CFS and was independent of the individual physical capacities.