For decades we know that exercise training exerts beneficial effects to the human body and clear evidence is available that a higher fitness level is associated with a lower incidence of suffering premature cardiovascular death. Despite this knowledge it took some time also to incorporate physical exercise training into the treatment plan for patients with cardiovascular disease (CVD). In recent years, in addition to continuous exercise training further training modalities like high intensity interval training (HIIT) and pyramid training have been introduced for CAD patients. The beneficial effect for patients with CVD is clearly documented and during the last years we also started to understand the molecular mechanisms occurring in the skeletal muscle (limb muscle and diaphragm) and the endothelium, two systems contributing to exercise intolerance in these patients. In the present review we describe the effects of the different training modalities in CVD and summarize the molecular effects mainly in the skeletal muscle and the cardiovascular system.