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The past 15 years of research involving patients with heart failure have provided a lot of new information regarding how exercise training lessens the exercise intolerance that is characteristic of these patients. Despite these new understandings, the prescription of regular exercise and rehabilitation in eligible patients is not embraced by all practitioners. Such reluctance may be due, in part, to concerns about either the safety of the treatment or the absence of multisite, randomized, controlled trial data that evaluates clinical end-points. This paper focuses on how exercise capacity is improved through training in patients with heart failure and suggests future considerations with respect to the study and application of this novel therapy.