Over the last decades exercise training has evolved into an established evidence-based therapeutic strategy with prognostic benefits in many cardiovascular diseases (CVDs): In stable coronary artery disease (CAD) exercise training attenuates disease progression by beneficially influencing CVD risk factors (i.e., hyperlipidemia, hypertension) and coronary endothelial function. In heart failure (HF) with reduced ejection fraction (HFrEF) training prevents the progressive loss of exercise capacity by antagonizing peripheral skeletal muscle wasting and by promoting left ventricular reverse remodeling with reduction in cardiomegaly and improvement of ejection fraction. Novel areas for exercise training interventions include HF with preserved ejection fraction (HFpEF), pulmonary hypertension, and valvular heart disease. In HFpEF, randomized studies indicate a lusitropic effect of training on left ventricular diastolic function associated with symptomatic improvement of exercise capacity. In pulmonary hypertension, reductions in pulmonary artery pressure were observed following endurance exercise training. Recently, innovative training methods such as high-intensity interval training, resistance training and others have been introduced. Although their prognostic value still needs to be determined, these approaches may achieve superior improvements in aerobic exercise capacity and gain in muscle mass, respectively. In this review, we give an overview of the prognostic and symptomatic benefits of exercise training in the most common cardiac disease entities. Additionally, key guideline recommendations for the initiation of training programs are summarized.