Background: Imbalance in autonomic modulation can occur after a cardiac event, which can lead to deleterious consequences. Exercise has proven to be a therapy which affects this modulation and can be assessed through heart rate variability (HRV). Areas covered: The objective of this systematic review was to investigate the effects of physical exercise on heart rate variability in individuals with coronary artery disease (CAD). The PubMed, PEDro, Scielo, Lilacs and Cochrane databases were systematically searched, for articles which performed supervised exercises in phase II of cardiac rehabilitation in patients with CAD. Expert opinion: Given the differences between studies on interventions and population characteristics, it is difficult to justify similarities or divergences in terms of results. In addition to the variation in sample size, intervention duration, carrying out an additional program at home, and patients with different clinical presentations, it can be inferred that responses to exercise may vary for certain types/clinical profile of individuals with CAD. Thus, it is necessary to carry out more studies with greater methodological rigor, greater standardization of the variables studied and the evaluation forms, in order to increase the veracity of the results and the consequent clinical relevance and therapeutic application.