ABSTRACT Background Delayed recovery following cardiopulmonary exercise testing (CPET) is associated with cardiac morbidity and mortality. Recovery kinetics of oxygen uptake have not been described in people with comorbid obstructive sleep apnea and insomnia (COMISA) who have an increased risk of cardiovascular disease. Our objectives were to (a) describe heart rate recovery (HRR), oxygen recovery slopes (V˙O2/t), and time to half recovery of V˙O2max (T1/2) following CPET in people with COMISA; and (b) investigate their response to 8 weeks of relaxation control intervention (Relax) or exercise training (Ex) consisting of 3 weekly sessions of individualized aerobic and strength training. Methods Participants with confirmed COMISA underwent maximal exercise testing on a cycle ergometer preintervention (n = 16) and postintervention (Ex: n = 6, Relax: n = 8). HRR and V˙O2/t (at minutes 1, 2, and 5) and T1/2 were calculated during recovery following peak exercise intensity. Results At baseline, HRR at minutes 1, 2, and 5 were 20 ± 7, 35 ± 8, and 49 ± 13 b·min−1, respectively, while V˙O2/t slopes were 0.731 ± 0.521, 0.590 ± 0.288, and 0.222 ± 0.096 L·min−2, respectively. T1/2 was 97 ± 64 seconds. Large effect sizes (ESs) of time × group interaction were found for HRR 5 (ηp2 = 0.232) and V˙O2/t 1 (ηp2 = 0.215) and of group for HRR2 (ηp2 = 0.275). Conclusion These findings suggest that recovery kinetics of oxygen uptake are delayed in people with COMISA but can improve following exercise training in comparison with a relaxation control intervention. Future studies including additional comparison groups are warranted to characterize more precisely the impact of COMISA on recovery kinetics of oxygen uptake and confirm the benefits of exercise training.