Congenital heart disease promotes hemodynamic changes that can contribute to reduce exercise capacity. The aim of the study was to evaluate the exercise capacity of children and adolescents with cyanotic congenital heart disease and to assess respiratory muscle strength, plasma levels of B-type natriuretic peptide and ventricular ejection fraction, as well the associations between these variables. Cross-sectional study that evaluated 48 patients between 6 and 18 years-old that underwent a six-minute walk test (6MWT), respiratory muscle strength, dosage of B-type natriuretic peptide and echocardiography. The mean age was 13.3 ± 4.1 years, and the most prevalent heart disease was tetralogy of Fallot (54.2 %). The average distance walked was 452.7 ± 73.2 m, significantly below the predicted (69 %) (p < 0.001). The maximum inspiratory pressure was above the predicted result (111.4 %), average 58.2 ± 22.3 (p = 0.56), and the maximum expiratory pressure was 63.2 ± 23.3 cm H₂O, significantly below the predicted (63 %) (p < 0.001). The level of B-type natriuretic peptide was elevated in all patients, with a median of 2087.17 (502.54–4,768.05). The ventricular ejection fraction showed a median of 65.9 (41–100). There was no correlation between the 6MWT, ventricular ejection fraction (r = −0.05; p = 0.72), inspiratory muscle strength (r = 0.03; p = 0.81), expiratory muscle strength (r = 0.09; p = 0.05) and B-type natriuretic peptide (r = −0.04; p = 0.77). Children and adolescents with cyanotic congenital heart disease present a lower exercise capacity and expiratory muscle strength. No associations were found between exercise capacity, respiratory muscle strength, B-type natriuretic peptide and left ventricular ejection fraction.