Exercise training performed in cardiac rehabilitation centres is an adjuvant therapy in chronic heart failure patients with left ventricular dysfunction; it decreases the deleterious consequences of chronic heart failure. Exercise training attenuates neurohormonal stimulation, the production of proinflammatory cytokines and natriuretic peptide overexpression. Trained patients showed a significant decrease in the peripheral organ injuries encountered in chronic heart failure, with a reduction in vascular resistance and improvements in endothelial dysfunction and the oxidative capacity of peripheral muscles, without a deleterious effect on left ventricular remodelling. Ultimately, exercise training leads to a notable improvement in ventilatory capacity. These beneficial effects are accompanied by improvements in symptoms at rest, exercise capacity and quality of life. Several training programmes are in current use: exercise training sessions always include endurance exercise performed either at a constant load intensity or with interval training, combining periods of exercise performed at high intensity with periods performed at low intensity. Most of the time, training programmes also include resistance training sessions, which improves large muscle strength. Exercise training programmes seem to have a favourable effect on prognosis, even if the results of Heart Failure: a Controlled Trial Investigating Outcomes of Exercise Training (HF-ACTION) remain controversial, emphasizing the difficulty in monitoring observance and the importance of compliance with a long-term exercise training programme. Patients who do not improve their exercise capacity significantly after an exercise training programme have a poorer prognosis.