Lipids and lipoproteins play a major role in the cascade of events leading up to the manifestations of atherosclerosis as it relates to coronary heart disease (CHD). Exercise-induced changes in the blood lipid profile appear to be therapeutic, an observation favouring the integration of exercise in CHD prevention and treatment programmes. The specific stimuli needed to produce such therapeutic effects are yet to be elucidated; both the repeated, transitory effects of single, isolated exercise sessions and exercise training effects are likely to be involved. The focus of this article is on the acute or short term changes of a single session of exercise on plasma lipids and lipoproteins. The short term, exercise-induced changes in plasma lipids and lipoproteins are reviewed in the context of the role various lipid classifications play in coronary artery disease, the many potentially confounding variables that are ever-present, and the relative effects of gender, exercise modality, and exercise intensity. It is concluded that a single bout of exercise has the potential to induce short term, transient increases in the high density lipoproteins HDL and HDL2 and decreases in triglycerides in men. For women, more research is needed to determine clearly the exercise induced short term changes in plasma lipids and lipoproteins. It appears that duration and intensity of exercise are directly related to the degree of changes observed: bouts of prolonged, intense exercise of sufficient energy expenditure appear to induce decreases in triglycerides and increases in HDL, primarily through HDL2, of greater magnitude and duration. Exercise induced changes in the plasma lipid profile appear to have returned to pre-exercise levels by 48 hours postexercise. Recognising that the underlying physiological mechanisms for changes in lipids and lipoproteins remain inconclusive, the roles of the lipid-regulatory enzymes lipoprotein lipase, lecithin: cholesterol acyltransferase, and hepatic triglyceride lipase are discussed. It is clear that well controlled studies are needed to examine the effects of exercise on short term changes in the blood lipid profile in women.