COVID-19 placed teams of professionals in a hostile and unfamiliar environment where the lack of knowledge of its pathology led to the adaptation of programs used so far for other conditions to try to address the immediate sequelae of COVID-19 infection. That is why the aim of this study was to assess the effects of a multicomponent exercise program (MEP) in improving cardio-respiratory performance, health status, disability due to dyspnea, aerobic capacity and endurance, and the immediate sequelae of COVID-19. Thirty-nine patients referred from different hospital services were included in this study. An intervention of seven weeks with sessions twice a week was carried out, where patients underwent intervallic training sessions followed by strengthening exercises and individualized respiratory physiotherapy exercises. The results of this study show a significant improvement in cardio-respiratory performance, health status, disability due to dyspnea, and aerobic capacity and endurance after intervention; and an increase in health status and reduction in disability due to dyspnea at the 2-year follow-up. In addition, none of the patients had any adverse effects either pre-post treatment or at the 2-year follow-up. Individualized and monitored MEP in survivors of COVID-19 showed positive effects in a pre-post evaluation and the 2-year follow up, improving the immediate sequelae of post-COVID-19 patients. This highlights the importance of the professional background of the rehabilitation teams in adapting to an unknown clinical environment.