Regular exercise training confers beneficial effects to the heart as well as to the entire body. This occurs partly because exercise training improves skeletal muscle work capacity and reduces resistance, thus increasing conductance in the peripheral circulation. More directly, exercise training also alters extrinsic modulation of the heart and improves the intrinsic pump capacity of the heart. Together, these effects allow for improved exercise capacity. Accumulating evidence suggests that the magnitude of these benefits increases proportionally with the intensity of individual exercise training sessions constituting the exercise training program. It has emerged that regular exercise training also confers beneficial effects to patients at risk for, or who have, established heart dysfunction and disease and, moreover, that exercise training may reduce the dysfunction of the heart itself and, at least, partly restore its ability to effectively function as a pump. The most recent studies in patients with established heart disease suggest that a high relative, yet aerobic, intensity of the exercise training improves the intrinsic pump capacity of the myocardium, an effect not previously believed to occur with exercise training. However, more and larger studies are needed to establish the safety and efficacy of such exercise training in patients with heart disease. Here, we consider the nature of the intensity dependence of exercise training and the causes of the improved heart function.