The interchangeable use of whole-body exercise thresholds and breakpoints (BP) in the local oxygenation response, as measured via near-infrared spectroscopy, has recently been questioned in scientific literature. Therefore, the present study aimed to longitudinally investigate the interrelationship of four commonly used exercise thresholds: critical power (CP), the respiratory compensation point (RCP), and BP in muscle (m[HHb]BP) and brain (c[O2Hb]BP) oxygenation. Nine male participants (21.8 ± 1.2 yr) completed 6 wk of cycling interval training. Before and after this intervention period, subjects performed a ramp incremental exercise protocol to determine RCP, m[HHb]BP, and c[O2Hb]BP and four constant work rate (WR) tests to calculate CP. WR associated with CP, RCP, m[HHB]BP, and c[O2Hb]BP increased by 7.7% ± 4.2%, 13.6% ± 9.0%, 9.8% ± 5.7%, and 11.3% ± 11.1%, respectively. CP was lower (pre: 260 ± 32 W, post: 280 ± 41 W; P < 0.05) than the WR associated with RCP (pre: 281 ± 28 W, post: 318 ± 36 W) and c[O2Hb]BP (pre: 283 ± 36 W, post: 313 ± 32 W) which occurred concomitantly (P = 0.683). M[HHb]BP occurred at the highest WR and differed from all others (pre: 313 ± 23 W, post: 344 ± 32 W; P < 0.05). Training-induced WR differences (ΔWR) did not contrast between thresholds, and initial parameter differences were not affected by the intervention (P = 0.253). Thresholds were partly correlated before (R = 0.67-0.85, P < 0.05) and after (R = 0.83-0.96, P < 0.05) training, but ΔWR values were not associated (P > 0.05). Results of the present study strongly question true equivalence of CP, RCP, m[HHb]BP, and c[O2Hb]BP during ramp incremental exercise. Therefore, these exercise thresholds should not be used interchangeably.