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Myalgic encephalomyelitis/chronic fatigue syndrome (ME/CFS) is a debilitating disease with unknown etiology or effective treatments. Post-exertional malaise (PEM) is a key symptom that distinguishes ME/CFS patients. Investigating changes in the urine metabolome between ME/CFS patients and healthy subjects following exertion may help us understand PEM. The aim of this pilot study was to comprehensively characterize the urine metabolomes of eight female healthy sedentary control subjects and ten female ME/CFS patients in response to a maximal cardiopulmonary exercise test (CPET). Each subject provided urine samples at baseline and 24 h post-exercise. A total of 1403 metabolites were detected via LC-MS/MS by Metabolon® including amino acids, carbohydrates, lipids, nucleotides, cofactors and vitamins, xenobiotics, and unknown compounds. Using a linear mixed effects model, pathway enrichment analysis, topology analysis, and correlations between urine and plasma metabolite levels, significant differences were discovered between controls and ME/CFS patients in many lipid (steroids, acyl carnitines and acyl glycines) and amino acid subpathways (cysteine, methionine, SAM, and taurine; leucine, isoleucine, and valine; polyamine; tryptophan; and urea cycle, arginine and proline). Our most unanticipated discovery is the lack of changes in the urine metabolome of ME/CFS patients during recovery while significant changes are induced in controls after CPET, potentially demonstrating the lack of adaptation to a severe stress in ME/CFS patients.