Substantial evidence has established the value of high levels of physical activity, exercise training (ET), and overall cardiorespiratory fitness in the prevention and treatment of cardiovascular diseases. This article reviews some basics of exercise physiology and the acute and chronic responses of ET, as well as the effect of physical activity and cardiorespiratory fitness on cardiovascular diseases. This review also surveys data from epidemiological and ET studies in the primary and secondary prevention of cardiovascular diseases, particularly coronary heart disease and heart failure. These data strongly support the routine prescription of ET to all patients and referrals for patients with cardiovascular diseases, especially coronary heart disease and heart failure, to specific cardiac rehabilitation and ET programs.