There is considerable recent evidence that parameters thought to reflect the complex interaction between the autonomic nervous system and the cardiovascular system during exercise testing can provide significant prognostic information. Specific variables of great importance include heart rate (HR) response to exercise (reserve), HR recovery after exercise, and multiple components of HR variability both at rest and with exercise. Poor HR response to exercise has been strongly associated with sudden cardiac death and HR recovery from a standard exercise test has been shown to be predictive of mortality. In addition, there are limited studies evaluating the components of HR variability at rest and during exercise and their prognostic significance. Research continues seeking to refine these exercise measurements and further define their prognostic value. Future findings should augment the power of the exercise test in risk-stratifying cardiovascular patients.