Aerobic exercise training is strongly recommended in patients with heart failure (HF) and reduced left ventricular ejection fraction (LVEF) to improve symptoms and quality of life. Moderate-intensity aerobic continuous exercise (MICE) is the best established training modality in HF patients. For about a decade, however, another training modality, high-intensity aerobic interval exercise (HIIE), has aroused considerable interest in cardiac rehabilitation. Originally used by athletes, HIIE consists of repeated bouts of high-intensity exercise interspersed with recovery periods. The rationale for its use is to increase exercise time spent in high-intensity zones, thereby increasing the training stimulus. Several studies have demonstrated that HIIE is more effective than MICE, notably for improving exercise capacity in patients with HF. The aim of the present review is to describe the general principles of HIIE prescription, the acute physiological effects, the longer-term training effects, and finally the future perspectives of HIIE in patients with HF.