Several reports have shown the impact of COVID-19 history on exercise capacity. This study compared the blood pressure (BP) response and oxygen pulse (O2pulse) characteristics in normotensive patients with and without a history of COVID-19 during the cardiopulmonary exercise test (CPET) and post-exercise recovery. This cross-sectional study involved 130 healthy Caucasian adult volunteers (71 participants with a history of COVID-19). All patients underwent the CPET with blood pressure measurements during exercise and post-exercise recovery. The post-COVID group had significantly higher systolic, diastolic, and mean blood pressure after 9 min of recovery and achieved a significantly lower max O2pulse (2.02 mL/beat on average) than the controls. It should be noted that the COVID group tended to have higher blood pressure values in all steps, with no differences in heart rate, pulse pressure, and saturation at any step. The COVID-19 outbreak was associated with a higher blood pressure response, significantly, in post-exercise recovery, a lower maximum O2pulse, and a lower maximum load achievement. Future studies are needed to determine if these abnormalities during the CPET and the blood pressure variation have prognostic value.