BACKGROUND: Individuals differ in the response to regular exercise. Whether there are people who experience adverse changes in cardiovascular and diabetes risk factors has never been addressed. METHODOLOGY/PRINCIPAL FINDINGS: An adverse response is defined as an exercise-induced change that worsens a risk factor beyond measurement error and expected day-to-day variation. Sixty subjects were measured three times over a period of three weeks, and variation in resting systolic blood pressure (SBP) and in fasting plasma HDL-cholesterol (HDL-C), triglycerides (TG), and insulin (FI) was quantified. The technical error (TE) defined as the within-subject standard deviation derived from these measurements was computed. An adverse response for a given risk factor was defined as a change that was at least two TEs away from no change but in an adverse direction. Thus an adverse response was recorded if an increase reached 10 mm Hg or more for SBP, 0.42 mmol/L or more for TG, or 24 pmol/L or more for FI or if a decrease reached 0.12 mmol/L or more for HDL-C. Completers from six exercise studies were used in the present analysis: Whites (N = 473) and Blacks (N = 250) from the HERITAGE Family Study; Whites and Blacks from DREW (N = 326), from INFLAME (N = 70), and from STRRIDE (N = 303); and Whites from a University of Maryland cohort (N = 160) and from a University of Jyvaskyla study (N = 105), for a total of 1,687 men and women. Using the above definitions, 126 subjects (8.4%) had an adverse change in FI. Numbers of adverse responders reached 12.2% for SBP, 10.4% for TG, and 13.3% for HDL-C. About 7% of participants experienced adverse responses in two or more risk factors. CONCLUSIONS/SIGNIFICANCE: Adverse responses to regular exercise in cardiovascular and diabetes risk factors occur. Identifying the predictors of such unwarranted responses and how to prevent them will provide the foundation for personalized exercise prescription.