The benefits of exercise in the prevention of cardiovascular disease are irrefutable. However, the optimum 'dose' of exercise in order to derive the maximum cardiovascular benefit is not certain. Current national and international guidelines advocate the benefits of moderate-intensity exercise. The relative benefits of vigorous versus moderate-intensity exercise have been studied in large epidemiological studies, addressing coronary heart disease and mortality, as well as smaller randomized clinical trials which assessed effects on cardiovascular risk factors. There is evidence that exercise intensity, rather than duration or frequency, is the most important variable in determining cardioprotection. Applying this evidence into practice must take into account the impact of baseline fitness, compliance and the independent risk associated with a sedentary lifestyle. This review aims to evaluate the role of exercise intensity in the reduction of cardiovascular risk, and answer the question: should you be advising your patients to walk or run?