Aerobic endurance training is a core component of exercise training (ET) during cardiac rehabilitation (CR). Improvements of cardiopulmonary performance and symptom-free exercise capacity that can be achieved by ET during CR are essential for patient's prognosis and quality of life. Before initiating exercise training in CR, a detailed risk stratification including incremental exercise testing is required in order to ensure safe and effective exercise training conditions. Cardiopulmonary exercise testing (CPX) with measurement of respiratory gases is considered the gold standard of cardiopulmonary performance diagnostics. The oxygen uptake measured at the highest exercise intensity achieved (peakVO2) has strong prognostic implications in primary and secondary prevention of cardiovascular diseases, respectively. The use of CPX with measurement of peakVO2 and determination of ventilatory thresholds (VT) enables a reliable determination of the individual cardiopulmonary performance (peakVO2) and also the aerobic exercise capacity. In addition, CPX is a valuable tool to detect increments in exercise capacity that were achieved by ET during CR. The measurement of peakVO2 and the determination of ventilatory thresholds are basic parameters for an individually tailored exercise prescription. In addition, the targeted control of aerobic endurance training on the basis of CPX parameters increases the effectiveness and safety of the exercise program during CR. In this article, recommendations for an individual exercise prescription, based on the results of CPX, are given for patients with coronary heart disease (CHD), heart failure, as well as for patients with CHD and concomitant type 2 diabetes mellitus.