This review summarizes the rationale for personalized exercise training in obesity and diabetes, targeted at the level of maximal lipid oxidation as can be determined by exercise calorimetry. This measurement is reproducible and reflects muscles' ability to oxidize lipids. Targeted training at this level is well tolerated, increases the ability to oxidize lipids during exercise and improves body composition, lipid and inflammatory status, and glycated hemoglobin, thus representing a possible future strategy for exercise prescription in patients suffering from obesity and diabetes.