High density lipoprotein cholesterol (HDL-C) levels are strongly, inversely and independently associated with coronary heart disease (CHD). Increased physical activity is associated with reduced CHD mortality. This protection against CHD may partially be explained by the increase in HDL-C levels observed following aerobic exercise training. Many also agree that an exercise threshold needs to be met before such favourable changes in HDL-C metabolism can occur. Most likely, the exercise-induced changes in HDL-C are the result of the interaction amongst exercise intensity, frequency, duration of each exercise session and length of the exercise training period. Although a relative contribution of each exercise component (intensity, duration and frequency) is also likely, it has not been established. There is also substantial support for a dose-response relationship. Favourable changes in HDL-C appear to occur incrementally and reach statistical significance at approximately 7-10 miles per week or 1200 to 1600kcal. Exercise-induced changes in HDL-C may also be gender dependent. The volume of exercise required to increase HDL-C levels appears to be substantially more for women than men. This perhaps is due to higher HDL-C levels in women at baseline compared with men. However, the many other health benefits derived from increased physical activity should encourage women to participate in regular exercise regardless of the exercise effects on HDL-C levels. A practical approach in prescribing exercise for patients is to use moderate intensity exercises (70 to 80% of predicted maximal heart rate), 3 to 5 times per week, for a total of 7 to 14 miles per week. This is equivalent to approximately 1200 to 1600kcal per week. Moderate to low intensity exercise should be preferred because such exercise carries a lower risk for cardiac complications. In addition, patients are more likely to participate and sustain a lower than higher intensity exercise programme. It is also important to recognise that other modes of physical activity can also be encouraged for patients. Such activities should be associated with similar increases in HDL-C levels as long as they meet or exceed the caloric expenditure of 1200 to 1600kcal (7 to 14 miles per week of jogging).