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Studies performed in humans and animals using exercise have yielded many insights into cardiovascular physiology and mechanisms by which the heart, the myocardium, and the vessels respond to exercise stress. One of the clinical interests of stress echocardiography (SE) is to find slight dysfunctions that cannot be seen during routine exams at rest. The main steps of this SE protocol begin with patient preparation (e.g., hold caffeine, beta-blockers 24 h before SE, no contraindications) and a baseline assessment, including resting echocardiographic images (2D, Doppler, and optional strain imaging) in standard views (parasternal, apical, and subcostal). Then, the stress phase follows, using exercise on a dedicated bicycle with continuous monitoring of ECG, blood pressure, symptoms, and echocardiographic images. Immediately after peak stress, post-stress imaging is performed to rapidly acquire the same views, comparing wall motion, contractility, and Doppler-derived parameters to detect changes (e.g., ischemia, wall motion abnormalities, pressures). Another interest in measuring cardiovascular function during exercise is to better understand how the heart, the myocardium, and the vessels adapt in response to stress. SE also combines functional and imaging data that can improve heart failure phenotyping, and personalized treatment to improve patient care. To maximize the reliability of future studies using exercise, it is important to provide standardized methods allowing the measurement of cardiovascular function during exercise and to provide standardized exercise protocols. In this context, the present paper will focus on patients with heart failure. The objectives of the paper are to describe the stress echocardiography method and report the practical and clinical applications and discuss the relevance of this method for clinicians and patients.