BACKGROUND: The aim of this study was to determine in an open trial if physical exercise in sleep apnea patients is safe and/or influences respiratory disturbance index (RDI). METHODS: After being treated 3 months or more with nasal CPAP for moderate to severe sleep apnea syndrome, eleven patients (1 female, 10 male, mean age 52.2 years) began a six-month period of supervised physical exercise twice a week, 2 hours each time. Before and after this period a Polysomnography without CPAP was recorded, along with a bicycle exercise test with lactate profile, echocardiography, body-weight, and body-height measurement. RESULTS: No adverse effects or cardiopulmonary problems were observed. There was no significant change in body weight with physical training; no significant difference in either min SaO2 nor mean SaO2; and no significant improvement in fitness. No adverse cardiopulmonary effects or problems were observed. There was a decrease of the RDI from 32.8 to 23.6 (p < 0.05), without a significant change in the REM-sleep portion of total sleep time (TST), NREM sleep, or TST. CONCLUSIONS: A prescription for mild to moderate exercise is safe in the management of sleep apnea, and, even in the absence of a fitness improvement, there occurred a decrease in RDI without a change in sleep architecture.