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Background: Severe COVID-19 increases the risk for long-term respiratory impairment, but data after mild COVID-19 are scarce. Our aims were to determine risk factors for reduced respiratory function 3–6 months after COVID-19 infection and to investigate if reduced respiratory function would relate to impairment of exercise performance and breathlessness. Methods: Patients with COVID-19 were enrolled at the University Hospitals of Umeå and Örebro, and Karlstad Central Hospital, Sweden. Disease severity was defined as mild (nonhospitalized), moderate (hospitalized with or without oxygen treatment), and severe (intensive care). Spirometry, including diffusion capacity (DLCO), was performed 3–6 months after hospital discharge or study enrollment (for nonhospitalized patients). Breathlessness (defined as ≥1 according to the modified Medical Research Council scale) and functional exercise capacity (1-min sit-to-stand test; 1-MSTST) were assessed. Results: Between April 2020 and May 2021, 337 patients were enrolled in the study. Forced vital capacity and DLCO were significantly lower in patients with severe COVID-19. Among hospitalized patients, 20% had reduced DLCO, versus 4% in nonhospitalized. Breathlessness was found in 40.6% of the participants and was associated with impaired DLCO. A pathological desaturation or heart rate response was observed in 17% of participants during the 1-MSTST. However, this response was not associated with reduced DLCO. Conclusion: Reduced DLCO was the major respiratory impairment 3–6 months following COVID-19, with hospitalization as the most important risk factor. The lack of association between impaired DLCO and pathological physiological responses to exertion suggests that these physiological responses are not primarily related to decreased lung function.