The heart rate can be effectively used as a measure of the exercise intensity during long duration cycle-ergometer exercises: precisely controlling the heart rate (HR) becomes crucial especially for athletes or patients with cardiovascular/obesity problems. The aim of this letter is to experimentally show how the nonlocal and nonswitching nonlinear control that has been recently proposed in the literature for the HR regulation in treadmill exercises can be effectively applied to cycle-ergometer exercises at constant cycling speed. The structure of the involved nonlinear model for the HR dynamics in cycle-ergometer exercises is mathematically inspired by the structure of a recently identified and experimentally validated nonlinear model for the HR dynamics in treadmill exercises: the role played by the treadmill speed is played here by the work load while the zero speed case for the treadmill exercise is here translated into the cycling operation under zero work load. Experimental results not only validate the aforementioned nonlinear model but also demonstrate the effectiveness--in terms of precise HR regulation--of an approach which simply generalizes to the nonlinear framework the classical proportional-integral control design. The possibility of online modifying the HR reference on the basis of the heart rate variability (HRV) is also suggested and experimentally motivated.