Background: Patients who were infected with COVID-19 may experience Long COVID syndrome. We examined the effectiveness of physiotherapy on dyspnea, muscle strength, and functional status in Long COVID syndrome. Methods: The exercise group underwent an 8-week supervised physiotherapeutic program consisting of interval aerobic exercise and strengthening exercises, each lasting 30 min. The control group did not engage in any exercise. Dyspnea, muscle strength, and functional status were assessed at the beginning and end of the intervention in both groups. Results: No significant baseline differences were found between the two groups. The exercise group demonstrated improvements compared to baseline in dyspnea, quadriceps muscle strength, and functional status. Specifically, there was a significant increase of 3.7 lifts in the 60-s sit-to-stand test (p = 0.01), an increase of 5.86 kg in right quadriceps muscle strength (p = 0.03), an increase of 8.26 kg in left quadriceps muscle strength (p = 0.01), and a decrease in dyspnea score by 0.95 points (p = 0.02). Conclusions: Similar studies have reported improvements in dyspnea, muscle strength, and functional status in the exercise group. However, further research with larger sample sizes is needed to confirm these findings.