Physical exercise promotes a wide spectrum of short and long term responses of different organs and apparatuses. While skeletal muscle adaptations to the different training regimens are conveniently known and described, the neural counterpart of them are still to be described in full. In this paper, an attempt is made to fix the state of the art and particularly to point out the contribution derived from the analysis of the surface electromyographic signal. In this paper, some examples of sEMG applications in exercise physiology will be reported from studies where only strictly non-invasive techniques (or of very limited invasiveness) were applied. A consistent amount of space in this lecture will be dedicated to the advanced analysis of sEMG using non linear tools.