Endothelial dysfunction has been identified as a major predictor of future cardiovascular events and precedes the development of coronary artery disease (CAD). Regular physical exercise training--as part of a multifactorial intervention--corrects endothelial dysfunction, improves symptoms in patients with CAD, augments myocardial perfusion, and reduces mortality of these patients. This review discusses potential mechanisms, which might be responsible for the exercise training-mediated reduction of mortality in secondary prevention. The activation of stem cells, which are known to regenerate damaged endothelium and promote the development of new vessels by vasculogenesis, the regression of atherosclerosis, the formation of collaterals, and the partial correction of endothelial dysfunction as a consequence of molecular adaptations will be evaluated in this context. However, the positive effects of exercise training in primary and secondary prevention of cardiovascular diseases are not restricted to the correction of endothelial dysfunction. Regular physical activity, either alone or as part of a multifactorial intervention consisting of diet and exercise training, is known to promote effective weight loss. Especially in patients with metabolic syndrome, weight reduction beneficially effects blood glucose control. It increases the levels of vasculoprotective high-density lipoprotein and augments the physical exercise capacity of these individuals. Additionally, regular physical activity attenuates the diet-induced loss in fat-free body mass by 50%, improves body composition and counteracts the reduction in basal energy expenditure, which is another big advantage compared to diet alone in the treatment of obesity. Moreover, physical exercise training is essential to maintain a body weight that has been achieved by caloric restriction. It is important to look for exercise interventions that can easily be integrated in daily life and are not associated with an increased risk of trauma, even in severely obese individuals. Most importantly, patients should enjoy the proposed kind of physical exercise.