This article is motivated by the question “Can a sonification system that provides continuous auditory heart rate feedback help stabilize an athlete’s heart rate at a given target heart rate while exercising?” The sonification system uses a Polar H7 heart rate sensor to measure the heart rate of the athlete and an iOS device for its processing and display. We implemented several sonification approaches, of which two were tested in both a unimodal and an audiovisual context in comparison to a purely visual feedback and to not having any feedback. The system’s objective performance and multiple subjective usability aspects were evaluated in an experiment with 16 subjects. The experiment has to be considered a pilot study because the exercising conditions were artificial. The subjects were exercising on an indoor cycle and could focus their visual sense on the visual display all the time. It was found that all of the feedback methods could convey information to the athlete and were therefore clearly superior to not having any feedback. The failure of showing a supremacy of the multimodal methods over the purely visual one can be reasoned by the fact that the testing conditions were artificial and could therefore not show the advantages of auditory/audiovisual feedback due to limited bandwidth of the visual channel. The conclusions we make about the design and evaluation of such sonification systems can be considered a useful starting point for further work in this field.