Exercise-induced ischemic preconditioning (IPC) can be assessed by the results of the second of sequential exercise tests. Exercise-induced IPC is quantified by using the time to 1-mm ST-segment depression, the rate-pressure product at 1-mm ST-segment depression, the maximal ST-segment depression, and the rate-pressure product at the peak of exercise. Few studies reported whether exercise-induced IPC could be used in cardiovascular rehabilitation. A systematic review of the literature limited to human studies was performed using electronic databases, and the main key words were ischemic preconditioning, warm-up phenomenon, and exercise. After careful review, 38 articles were included in the systematic review. This review summarizes the molecular pathways of IPC and describes the first window of protection induced by sequential exercise tests, as well as the effect of medication on exercise-induced IPC. A section on the exercise protocol, mode of exercise, and intensity provides understanding as to what is needed for clinicians to induce IPC with sequential stress tests. The final section of the review is a discussion of the potential use of exercise-induced IPC in a cardiovascular rehabilitation setting. Even if exercise-induced IPC is a well-documented phenomenon, additional studies are needed in order to more fully understand its use in rehabilitation.