Background: The integrative physiological effects of O2 treatment on patients with pulmonary hypertension (PH) during exercise, have not been fully investigated. We simultaneously evaluated, for the first time, the effect of oxygen supplementation on hemodynamic responses, autonomic modulation, tissue oxygenation, and exercise performance in patients with pulmonary arterial hypertension (PAH)/Chronic Thromboembolic PH(CTEPH). Material-methods: In this randomized, cross-over, placebo-controlled trial, stable outpatients with PAH/CTEPH underwent maximal cardiopulmonary exercise testing, followed by two submaximal trials, during which they received supplementary oxygen (O2) or medical-air. Continuous, non-invasive hemodynamics were monitored via photophlythesmography. Cerebral and quadriceps muscle oxygenation were recorded via near-infrared spectroscopy. Autonomic function was assessed by heart rate variability; root mean square of successive differences (RMSSD) and standard-deviation-Poincare-plot (SD1) were used as indices of parasympathetic output. Baroreceptor sensitivity (BRS) was assessed throughout the protocols. Results: Nine patients (51.4 ± 9.4 years) were included. With O2-supplementation patients exercised for longer (p = 0.01), maintained higher cerebral oxygenated hemoglobin (O2Hb;p = 0.02) levels, exhibited an amelioration in cortical deoxygenation (HHb;p = 0.02), and had higher average cardiac output (CO) during exercise (p < 0.05), compared to medical air; with no differences in muscle oxygenation. With O2-supplementation patients exhibited higher BRS and sample-entropy throughout the protocol (p < 0.05) vs. medical air, and improved the blunted RMSSD, SD1 responses during exercise (p = 0.024). Conclusion: We show that O2 administration improves BRS and autonomic function during submaximal exercise in PAH/CTEPH, without significantly affecting muscle oxygenation. The improved autonomic function, along with enhancements in cardiovascular function and cerebral oxygenation, probably contributes to increased exercise tolerance with O2-supplementation in PH patients.