The diagnosis of Growth Hormone (GH) deficiency in children with short stature is complex, and in certain cases, might be very difficult. Most of the provocative tests used to evaluate GH deficiency use pharmacological agents. The artificial nature of the pharmacological tests and the possibility that these tests might not always reflect GH secretion under normal physiological conditions provides the impetus for a more physiologic test. Exercise is one of the important GH releasing physiological stimuli. This review will summarize the current knowledge on the methods for performing laboratory exercise provocation test for GH secretion in children. In addition to recommendations of more standardized exercise protocols and environmental considerations, we will also focus on GH responses to exercise in unique populations such as obese children.