XML sitemaps should never be cached so that Google and other search engines can read their content correctly.
The stylesheet associated in XSL format (equivalent to CSS but for XML), should not be cached either.
Most of the caching plugins automatically exclude these URLs from caching but it’s not always the case.
WP-Rocket
They does the job for you! Nothing to exclude.
We are fully compatible with their Preloading sitemap feature:

W3 Total Cache
Add these rules to Performance > Page cache:
Never cache the following pages:
[a-z0-9_\-]*sitemap[a-z0-9_\-]*\.(xml|xsl|html)(\.gz)? ([a-z0-9_\-]*?)sitemap([a-z0-9_\-]*)?\.xml

Save settings and clear your cache.
Autoptimize
Nothing to exclude. Works out of the box.
WP-Optimize
Nothing to exclude. Works out of the box.
Hummingbird
Add these rules to Hummingbird > Caching page > Exclusions section:
[a-z0-9_\-]*sitemap[a-z0-9_\-]*\.(xml|xsl|html)(\.gz)? ([a-z0-9_\-]*?)sitemap([a-z0-9_\-]*)?\.xml

Save settings and clear your cache.
WP Super Cache
Add these rules to Settings, WP Super Cache, Advanced:
[a-z0-9_\-]*sitemap[a-z0-9_\-]*\.(xml|xsl|html)(\.gz)? ([a-z0-9_\-]*?)sitemap([a-z0-9_\-]*)?\.xml
Save strings and clear the cache.
