The prescription of physical exercise and the individualization of cardiovascular rehabilitation (CVR) programs after acute myocardial infarction (MI) are based on identifying the degree of patients’ deconditioning to physical effort. This bicentric, prospective, longitudinal, interventional, non-randomized, pilot study included 44 patients with acute MI who underwent at least eight sessions of moderate-intensity continuous training (MICT) on a sensorized ergometer bicycle. The main aim of the study was to determine whether energy consumption and metabolic equivalents (METs) improved during MICT sessions within the RCV program. The average energy consumption increased progressively from 223.8 ± 125.97 kJ to 407.91 ± 189.87 kJ (P < 0.001), with significant differences starting with moment III to moment VIII, an evolution also reflected by the METs values, which increased from 3.47 ± 1.12 to 4.71 ± 1.39, becoming significant starting with moment III, the statistical significance being consolidated starting with moment IV in the final model. Male gender and maximum heart rate (max HR) were positively associated with both energy consumption and MET values. Left ventricular ejection fraction (LVEF) was significantly associated only with energy consumption (β = 4.52; P = 0.003), while for METs it showed only a tendency toward significance (β = 0.03; P = 0.064). Systolic blood pressure (SBP) was significantly associated only with METs (β = 0.01; P < 0.001). Interindividual variability was significant for both energy consumption and METs, with intraclass correlation coefficients (ICC) of 0.77 and 0.74, respectively. The increase in energy efficiency observed within the program suggests that patients presented a favorable cardiovascular adaptation to exercise and, implicitly, an improvement in both the level and efficiency of physical effort.