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; P = 0.007) and body fat percentage (-1 [-2, 0]%; P = 0.044) and moderate improvements in C-reactive protein (-1.3 [-2.4, -0.2] mg·L(-1); P = 0.028) and exercise capacity (95 [50, 139] m; P < 0.001). At follow-up, changes in body mass (-2.0 [-3.5, -0.5] kg; P = 0.010), body fat percentage (-1 [-2, 0]%; P = 0.033), and C-reactive protein (-1.3 [-2.5, -0.1] mg·L(-1); P = 0.037) were maintained and exercise capacity was further improved (132 [90, 175] m; P < 0.001). This trial is registered with ClinicalTrials.gov NCT01546792.