It is well established that regular aerobic exercise training reduces all-cause mortality and improves a number of health outcomes. However, a marked heterogeneity in the training-induced changes, e.g. in terms of aerobic fitness, has been observed in healthy human subjects, even with highly standardized training programs. Mean improvements in aerobic fitness, expressed as maximal oxygen consumption, have been about 10-15% of the baseline values, but the training-induced changes have ranged from almost none to a 40% increase. The exact nature of the mechanisms responsible for this heterogeneity in response to regular aerobic exercise is not well known. In this review, we consider evidence of the association between the autonomic nervous system (ANS), aerobic fitness and aerobic training-induced changes in fitness. Results of recent studies support the hypothesis that assessment of ANS functioning includes important information concerning acute and chronic physiological processes before, during and after aerobic exercise training stimulus. Moreover, we show that daily assessment of ANS activity could serve as an indicator of appropriate physiological condition for aerobic training.