Psychological stress has been shown to be associated with cardiovascular disease. Over the past few decades, there has been an increasing interest in this relationship, leading to a growing pool of clinical and epidemiological data on the subject. Psychological stress has multiple etiologies, which include behavioral causes, acute events or stressors, and/or chronic stress. Cardiac rehabilitation and exercise therapy have been shown to provide protection in primary and secondary coronary heart disease prevention, as well as improve overall morbidity and mortality. In this article, we review the available data regarding the association between psychological stress and cardiovascular disease, as well as the impact of cardiac rehabilitation and exercise therapy on psychological stress-related cardiovascular events.