Physical activity is recommended for people with stable heart failure (HF), because it is known to improve quality of life and health outcomes. However, adherence to this recommendation has been poor in many studies. A systematic review was conducted to examine the effectiveness of strategies used to promote exercise adherence in those with HF. The following databases were searched for relevant literature published between January 1980 and December 2010: British Nursing Index; CINAHL; Cochrane Library; Embase; Medline and PsycINFO. Papers with a control group focused on adults with HF that measured exercise or physical activity adherence were included. Nine randomised controlled trials were identified, involving a total of 3,231 patients (range 16–2,331). Six of these studies were informed by specific psychological theories. Positive outcomes occurred in the short-term from interventions using approaches such as exercise prescriptions, goal setting, feedback and problem-solving. However, longer-term maintenance of exercise was less successful. There was some support for interventions underpinned by theoretical frameworks, but more research is required to make clearer recommendations. Addressing self-efficacy in relation to exercise may be a particularly useful area to consider in this respect.