This study investigated the effects of a pragmatic lifestyle intervention in obese adults with continuous positive airway pressure-treated obstructive sleep apnoea hypopnoea syndrome (OSAHS). Sixty patients were randomised 1 : 1 to either a 12-week lifestyle intervention or an advice-only control group. The intervention involved supervised exercise sessions, dietary advice, and the promotion of lifestyle behaviour change using cognitive-behavioural techniques. Outcomes were assessed at baseline (week 0), intervention end-point (week 13), and follow-up (week 26). The primary outcome was 13-week change in body mass. Secondary outcomes included anthropometry, blood-borne biomarkers, exercise capacity, and health-related quality of life. At end-point, the intervention group exhibited small reductions in body mass (−1.8 [−3.0, −0.5] kg; ) and body fat percentage (−1 [−2, 0]%; ) and moderate improvements in C-reactive protein (−1.3 [−2.4, −0.2] mg·L−1; ) and exercise capacity (95 [50, 139] m; ). At follow-up, changes in body mass (−2.0 [−3.5, −0.5] kg; ), body fat percentage (−1 [−2, 0]%; ), and C-reactive protein (−1.3 [−2.5, −0.1] mg·L−1; ) were maintained and exercise capacity was further improved (132 [90, 175] m; ). This trial is registered with ClinicalTrials.gov NCT01546792.