A low level of physical activity and decreased exercise capacity are independent risk factors for cardiovascular and all-cause mortality. The assessment of the level of physical activity and its improvement following preventive procedures is methodologically difficult. In population studies, subjective methods, such as questionnaires, activity records and other somewhat imperfect measures (accelerometers, pedometers, and pulse monitors), are used. Direct and especially indirect assessment of physical capacity with exercise tests has become increasingly more accessible and cheap. Both methods have been proved to have high prognostic value. Assessment of physical capacity enables objectification of information on the level and effects of a subject's physical activity acquired via a questionnaire. Taking into account the above-mentioned issues, the role of the assessment of exercise capacity and its improvement is not adequately appreciated. Routine evaluation of exercise capacity has not been included in the current statements on epidemiology and prevention, even in those with an increased Framingham or SCORE risk index in whom low exercise tolerance has been proved to have an unfavorable influence on prognosis. The importance of an increase in the level of physical activity resulting in an improvement in exercise capacity in different population groups should be verified in the near future, but in our opinion there is indirect but strong evidence that actions to improve exercise capacity should become the main goals in the prevention of cardiovascular and all-cause mortality, such as cessation of cigarette smoking, body weight reduction, correction of lipid and carbohydrate metabolism disturbances, and a decrease in blood pressure.