Performing intra-session recovery is important in rock climbing due to the multiple efforts that climbers are required to make in competitions, as well as repeated climbing trials that they carry out during training sessions. Active recovery has been shown to be a better option than passive recovery. However, the type of active recovery that should be done and the influence of the type and quantity of muscle mass activated are not clear. The aim of this study was to compare the effects of recovering with easy climbing (CR) or walking (WR) on markers of fatigue and climbing performance. For this purpose, 14 subjects participated in this randomly assigned crossover protocol completing three two-minute climbing trials separated by two minutes of active recovery with the assigned method. Seven days later participants carried out the same protocol with the other recovery method. Blood lactate (La-), rating of perceived exertion (RPE), and heart rate (HR) were analyzed as markers of fatigue and recovery, while meters climbed (MC) and handgrip force (HF) were analyzed for performance. La- values before the last climbing trial (p < 0.05; d = 0.69) and Peak La- values (p < 0.05; d = 0.77) were lower for CR than for WR. Climbers were able to ascend more meters in the set time when following the CR protocol (p < 0.01; d = 0.6), which shows the important role of the active recovery method carried out on climbing performance. There were no differences in HR, HF or RPE between protocols. A more sport-specific recovery protocol, in addition to moving great muscle mass (e.g. lower limbs), seems to enhance recovery and to facilitate lactate removal. For this reason, CR appears to be a more effective active recovery method than WR in sport rock climbing.