Rehabilitation in patients with advanced cardiac and pulmonary disease has been shown to increase survival and improve quality of life, among many other benefits. Exercise training is the fundamental ingredient in these rehabilitation programs. However, determining the amount of exercise is not straightforward or uniform. Most rehabilitation and training programs fix the time of exercise and set the exercise intensity to the goals of the rehabilitation program and the exercise-related hurdles of the individual. The exercise training intensity prescription must balance the desired gain in conditioning with safety. Symptom-limited cardiopulmonary exercise testing is the fundamental tool to identify the exercise intensity and define the appropriate training. In addition, cardiopulmonary exercise testing provides an understanding of the systems involved in oxygen transport and utilization, making it possible to identify the factors limiting exercise capacity in individual patients.