Exercise performed at higher relative intensities has been found to elicit a greater increase in aerobic capacity and greater cardioprotective effects than exercise at moderate intensities. An inverse association has also been detected between the relative intensity of physical activity and the risk of developing coronary heart disease, independent of the total volume of physical activity. Despite that higher levels of physical activity are effective in reducing cardiovascular events, it is also advocated that vigorous exercise could acutely and transiently increase the risk of sudden cardiac death and myocardial infarction in susceptible persons. This issue may affect cardiac rehabilitation. We examined the risk of cardiovascular events during organized high-intensity interval exercise training and moderate-intensity training among 4846 patients with coronary heart disease in 3 Norwegian cardiac rehabilitation centers. In a total of 175 820 exercise training hours during which all patients performed both types of training, we found 1 fatal cardiac arrest during moderate-intensity exercise (129 456 exercise hours) and 2 nonfatal cardiac arrests during high-intensity interval exercise (46 364 exercise hours). There were no myocardial infarctions in the data material. Because the number of high-intensity training hours was 36% of the number of moderate-intensity hours, the rates of complications to the number of patient-exercise hours were 1 per 129 456 hours of moderate-intensity exercise and 1 per 23 182 hours of high-intensity exercise. The results of the current study indicate that the risk of a cardiovascular event is low after both high-intensity exercise and moderate-intensity exercise in a cardiovascular rehabilitation setting. Considering the significant cardiovascular adaptations associated with high-intensity exercise, such exercise should be considered among patients with coronary heart disease.