Substantial data have established a sedentary lifestyle as a major modifiable risk factor for coronary heart disease (CHD). Increased levels of physical activity, exercise training, and overall cardiorespiratory fitness have provided protection in the primary and secondary prevention of CHD. This review surveys data from observational studies supporting the benefits of physical activity, exercise training, and overall cardiorespiratory fitness in primary prevention. Clearly, cardiac rehabilitation/secondary prevention (CRSP) programs have been greatly underused by patients with CHD. We review the benefits of CRSP programs on CHD risk factors, psychological factors, and overall CHD morbidity and mortality. These data support the routine referral of patients with CHD to CRSP programs. Patients should be vigorously encouraged to attend these programs.