On an empirical basis, exercise has been regarded as a fundamental pre-requisite for human well-being and physical integrity since classical times. Only in the last decades, however, scientific evidence has accumulated proving its role in the prevention and treatment of multiple chronic diseases beyond any reasonable doubt. Few treatment strategies in medicine have been tested so rigorously in large cohorts of patients as regular physical exercise. With the advent of molecular biology, the underlying mechanisms, such as NO bioavailability and mobilization of progenitor cells, could be identified. This enhances our understanding of this therapeutic tool. Unfortunately, the low compliance rate of the patients is the major drawback of the intervention exercise training (ET). The objective of this manuscript is to summarize the current knowledge with respect to ET on cardiovascular disease (CVD) and the molecular changes elicited by ET. Finally, we will critically assess reasons why ET as therapeutic option is not as effective at the population level in preventing CVD and what we may change in the future to make ET the most effective intervention to fight the development of CVD.