Alzheimer’s disease (AD) affects not only the central nervous system, but also peripheral blood cells including neutrophils and platelets, which actively participate in pathogenesis of AD through a vicious cycle between platelets aggregation and production of excessive amyloid beta (Aβ). Platelets adhesion on amyloid plaques also increases the risk of cerebral microcirculation disorders. Moreover, activated platelets release soluble adhesion molecules that cause migration, adhesion/activation of neutrophils and formation of neutrophil extracellular traps (NETs), which may damage blood brain barrier and destroy brain parenchyma. The present study examined the effects of intermittent hypoxic-hyperoxic training (IHHT) on elderly patients with mild cognitive impairment (MCI), a precursor of AD. Twenty-one participants (age 51–74 years) were divided into three groups: Healthy Control ( n = 7), MCI+Sham ( n = 6), and MCI+IHHT ( n = 8). IHHT was carried out five times per week for three weeks (total 15 sessions). Each IHHT session consisted of four cycles of 5-min hypoxia (12% F IO 2) and 3-min hyperoxia (33% F IO 2). Cognitive parameters, Aβ and amyloid precursor protein (APP) expression, microRNA 29, and long non-coding RNA in isolated platelets as well as NETs in peripheral blood were investigated. We found an initial decline in cognitive function indices in both MCI+Sham and MCI+IHHT groups and significant correlations between cognitive test scores and the levels of circulating biomarkers of AD. Whereas sham training led to no change in these parameters, IHHT resulted in the improvement in cognitive test scores, along with significant increase in APP ratio and decrease in Aβ expression and NETs formation one day after the end of three-week IHHT. Such effects on Aβ expression and NETs formation remained more pronounced one month after IHHT. In conclusion, our results from this pilot study suggested a potential utility of IHHT as a new non-pharmacological therapy to improve cognitive function in pre-AD patients and slow down the development of AD.