Physical exercise is a physiologic condition in which a variety of mechanisms and production/control systems combine and interact in order to accomplish the desired task (physical exercise) and preserve and/or restore body homeostasis. The autonomic nervous system provides a double response during exercise: at first a prevailing parasympathetic withdrawal followed, with the increase in duration and intensity of exercise, by a prevailing sympathetic activation. These modifications interact with the regulation of breathing, of body temperature, and of oxygen transport from the lungs to the body tissues through the modulation of the cardiac pump function and of the systemic and local vasoactivity and, at a tissue level, through the modulation of the local metabolism and the production of vasoactive and chemoactive substances. In the present review these aspects and the effects of physical training on the autonomic nervous system are examined in normal subjects and in patients with heart failure.