Exercise has two goals: The first goal is to achieve improvements in a medically suggested or personally desired performance field. The second goal is to feel well! Indeed, the induction of a pleasurable state induces profound psychological benefits and promotes increased adherence to an exercise program. Exercise prescription takes into account individual capacities, performance reserves, personal preferences and accordingly training goals. The body interprets a training stimulus as stress, which however should be manageable, i.e. suitable to allow successful adaptation and induce functional improvements. Excessive training stimuli may instead lead to cellular, tissue or organ damage and thus fail to lead to functional improvements. For effective exercise prescription, assessment of exercise capacity through ergometry analysis, examination of organ functional reserves through specific medical procedures, and medical specialist advice are all necessary to determine sufficient for adaptation, as well as, safe levels of exertion. Progressive increase of the intensity and volume of exercise stimuli is critical for the success of a designed individual program of prescribed exercise.