We evaluated the effects of exercise training (ET) on the profile of mood states (POMS), heart rate variability, spontaneous baroreflex sensitivity (BRS), and sleep disturbance severity in patients with obstructive sleep apnea (OSA). Forty-four patients were randomized into 2 groups, 18 patients completed the untrained period and 16 patients completed the exercise training (ET). Beat-to-beat heart rate and blood pressure were simultaneously collected for 5 min at rest. Heart rate variability (RR interval) was assessed in time domain and frequency domain (FFT spectral analysis). BRS was analyzed with the sequence method, and POMS was analyzed across the 6 categories (tension, depression, hostility, vigor, fatigue, and confusion). ET consisted of 3 weekly sessions of aerobic exercise, local strengthening, and stretching exercises (72 sessions, achieved in 40±3.9 weeks). Baseline parameters were similar between groups. The comparisons between groups showed that the changes in apnea-hypopnea index, arousal index, and O2 desaturation in the exercise group were significantly greater than in the untrained group (P<0.05). The heart rate variability and BRS were significantly higher in the exercise group compared with the untrained group (P<0.05). ET increased peak oxygen uptake (P<0.05) and reduced POMS fatigue (P<0.05). A positive correlation (r=0.60, P<0.02) occurred between changes in the fatigue item and OSA severity. ET improved heart rate variability, BRS, fatigue, and sleep parameters in patients with OSA. These effects were associated with improved sleep parameters, fatigue, and cardiac autonomic modulation, with ET being a possible protective factor against the deleterious effects of hypoxia on these components in patients with OSA.