I notice after few sets of intense exercises, I rest and breathe hard to get back oxygen levels but cannot recover within 4 hours after that. Does this mean I should reduce the intensity of the exercises?

I am just learning to do some kickboxing, trying to balance on one leg while executing slow kicks with proper form. The intense part was balancing without shaking and kicking with legs straight at height above hips.

After intense exercises, I cannot continue doing anymore exercise as I lose brain focus due to light headedness which I assume is lack of oxygen to the brains and breathing hard. So I stop and heavy breathing still happened from after the exercise for 30 minutes. After 30 minutes or 1 hour, my breathing was slightly harder and I still get light headed than before exercise, this condition can last up to 4 hours.