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Exercise training (ET) is strongly recommended in patients with chronic stable heart failure (HF). Moderate-intensity aerobic continuous ET is the best established training modality in HF patients. In the last decade, however, high-intensity interval exercise training (HIIT) has aroused considerable interest in cardiac rehabilitation community. In HF patients, HIIT exerts larger improvements in exercise capacity compared to moderate-continuous ET. Since better functional capacity translates into symptoms relief and improvement in quality of life in patients with HF, this training modality is collecting growing interest and consensus, not revealing major safety issues. HIIT should not replace other training modalities in HF but should rather complement them. Inspiratory muscle training, another promising training modality in patients with HF, exerts beneficial effect on inspiratory muscle strength and inspiratory endurance, on exercise capacity and quality of life. In conclusion, taking into consideration the complecity of HF syndrome, combining and tailoring different ET modalities according to each patient’s baseline clinical characteristics (i.e. exercise capacity, comorbidity, frailty status, personal needs, preferences and goals) seem the most wily approach for exercise prescription.