Background: Previous studies have shown that compression garments may aid recovery in acute settings; however, less is known about the long-term use of compression garments (CG) for recovery. This study aimed to assess the influence of wearing CG on changes in physical performance, subjective soreness, and sleep quality over 6 weeks of military training. Methods: Fifty-five officer-trainees aged 24 ± 6 y from the New Zealand Defence Force participated in the current study. Twenty-seven participants wore CG every evening for 4–6 h, and twenty-eight wore standard military attire (CON) over a 6-week period. Subjective questionnaires (soreness and sleep quality) were completed weekly, and 2.4 km run time-trial, maximum press-ups, and curl-ups were tested before and after the 6 weeks of military training. Results: Repeated measures ANOVA indicated no significant group × time interactions for performance measures (p > 0.05). However, there were small effects in favour of CG over CON for improvements in 2.4 km run times (d = −0.24) and press-ups (d = 0.36), respectively. Subjective soreness also resulted in no significant group × time interaction but displayed small to moderate effects for reduced soreness in favour of CG. Conclusions: Though not statistically significant, CG provided small to moderate benefits to muscle-soreness and small benefits to aspects of physical-performance over a 6-week military training regime.