Obesity is one of the greatest public health challenges of the 21st century. Overweight and obesity drastically increase a person’s risk of developing chronic non-communicable diseases (NCDs), including cardiovascular disease, cancer and diabetes. Furthermore, obesity is already responsible for 2% -8% of health costs and 10% -13% of deaths in several industrialized countries. Lifestyle modifications involving changes in exercise, diet and psychological support are effective in reducing the incidence of overweight. Moreover, positive effects of physical activity (PA) for weight loss and prevention of weight regain are well documented. It was recognized that health benefits regarding both psychological and physiological aspects, such as improving cardiorespiratory and muscular fitness and/or decreasing depression symptoms, can be obtained from numerous activities. Public health institutions (American College of Sports Medicine, World Health Organization) provide recommendations for PA (volume, frequency, intensity and type of exercise) to achieve positive effects, at all ages and for many diseases and disorders situations. Although exercise under guidelines can be safely performed by obese subjects, several questions still need to be fully answered. In facts, the exercise program should be tailored according to an individual’s habitual physical activity, physical function, health status, exercise responses, and stated goals. Thus, this review analyzes the intensity of PA parameters. In the last years, research has been focused on the individualization of the right intensity in which different types of subjects’ condition must undergo to achieve the health goals. Aerobic exercise has been commonly used to reach weight loss goal. Prescription of aerobic exercise in clinical practice is frequently based on the percentage of maximum heart rate (%HRmax), heart rate reserve (%HRreserve), rating of perceived exertion (RPE), maximal oxygen consumption (%VO2max) and for unhealthy subjects, peak oxygen consumption (%VO2peak). It has been shown that unhealthy subjects, such as individuals affected by diabetes, obesity and cardiovascular diseases have a reduced maximal aerobic exercise capacity. For instance, using the formula based on percentage of HRmax or VO2max, it could be prescribed heavy exercises, which would result not appropriated and fully functional for the specific individual goal. To avoid this problem, another approach to individualize aerobic exercise could be to consider the gas exchange parameters such us aerobic gas exchange threshold (AerTGE). AerTGE corresponds to the first increase in blood lactate during incremental exercise. This review offers an overview of the different methods to assess exercise intensity, considering the different subjects health characteristics, in order to choose the right methods to achieve the health goals in obese and overweight subjects.