The purpose of this review is to provide up-to-date information regarding the effects of aerobic and resistance exercise training on the traditional blood lipid and lipoprotein profile. In addition, emerging coronary artery disease (CAD) risk factors, such as postprandial lipemia (PPL) and metabolic syndrome (MetS), are reviewed. Numerous studies report that aerobic exercise combined with weight loss significantly reduces blood cholesterol, low-density lipoprotein cholesterol (LDL-C), very low-density lipoprotein cholesterol (VLDL-C), and triglycerides (TG) while improving high-density lipoprotein cholesterol (HDL-C). Both aerobic and resistance training demonstrated a reduction in non-HDL-C independent of changes in body weight. Transient beneficial effects of a single session of aerobic exercise are observed for PPL. Nonetheless further research is needed to provide a better understanding of the potential mechanisms for reducing PPL. Exercise as an intervention for patients with MetS leads to improved CAD risk factors including atherogenic dyslipidemia, blood pressure, body composition, insulin sensitivity, and fat metabolism.