Exercise session training method, comprising the following steps: - providing a heart beats measuring means for and connected to each individual i belonging to a set Σ of I individuals, with I being an integer greater than 1 and with the heart beats measuring means being able to provide the time-sequence of impulses corresponding to each heart beat, wherefrom the heart rate HR and heart rate variability HRV are calculated; - providing each individual i of the set Σ with a training device comprising tuning means configured to tune an effort load provided by the training device for the individual i, the tuning means being concurrently configured to maintain a HR profile of each individual within 5% of a sequence of HR reference values, with the exercise session being of duration T depending on each individual; and - providing each training device with computerized control means connected to and controlling said tuning means; characterized in that the following steps are executed by each computerized control means for each individual i: - subdividing the exercise session duration into N subsequent session phases at constant HR reference value, wherein N is a positive integer and where the session phases start at correspondingly subsequent time instants T 0, T 1,... T N -1; - assigning to each of said session phases respective pre-defined HR reference values HR 1, i ∗ < HR 2, i ∗ < ⋯ < HR N, i ∗ with HR 1, i ∗ > HR rest, i and HR N, i ∗ < HR maximal, i; and - modifying, for each session phase [ T l,T l +1], l = 1,2,..., N - 1, the HR reference value of said sequence of HR reference values to γ l HR l + 1, i ∗; wherein HR rest, i is a pre-determined HR at rest for the individual i, HR maximal,i is a pre-defined maximal HR for the individual i, γ l is a real positive number that is determined, for l = 1,2,..., N - 1, on the basis of: - the HRV index HRVi( T l) for the individual i, as calculated on the basis of the heart beats time-sequence during the last portion of the preceding session phase [T l -1, T l]; and - the individualized TRainingIMPulse value termed TRIMPi or TRainingIMPulse value termed TRIMP for the individual i, as calculated on the basis of: o the aforementioned pre-defined HR reference values, o the durations V l = T l +1 - T l of all the session phases [ T l,T l +1], l = 0,2,..., N - 1, o the HR at rest HR rest, i for the individual i, and o the maximal HR HR maximal, i for the individual i. - providing a heart beats measuring means for and connected to each individual i belonging to a set Σ of I individuals, with I being an integer greater than 1 and with the heart beats measuring means being able to provide the time-sequence of impulses corresponding to each heart beat, wherefrom the heart rate HR and heart rate variability HRV are calculated; - providing each individual i of the set Σ with a training device comprising tuning means configured to tune an effort load provided by the training device for the individual i, the tuning means being concurrently configured to maintain a HR profile of each individual within 5% of a sequence of HR reference values, with the exercise session being of duration T depending on each individual; and - providing each training device with computerized control means connected to and controlling said tuning means; - subdividing the exercise session duration into N subsequent session phases at constant HR reference value, wherein N is a positive integer and where the session phases start at correspondingly subsequent time instants T 0, T 1,... T N -1; - assigning to each of said session phases respective pre-defined HR reference values HR 1, i ∗ < HR 2, i ∗ < ⋯ < HR N, i ∗ with HR 1, i ∗ > HR rest, i and HR N, i ∗ < HR maximal, i; and - modifying, for each session phase [ T l,T l +1], l = 1,2,..., N - 1, the HR reference value of said sequence of HR reference values to γ l HR l + 1, i ∗; HR rest, i is a pre-determined HR at rest for the individual i, HR maximal,i is a pre-defined maximal HR for the individual i, γ l is a real positive number that is determined, for l = 1,2,..., N - 1, on the basis of: - the HRV index HRVi( T l) for the individual i, as calculated on the basis of the heart beats time-sequence during the last portion of the preceding session phase [T l -1, T l]; and - the individualized TRainingIMPulse value termed TRIMPi or TRainingIMPulse value termed TRIMP for the individual i, as calculated on the basis of: o the aforementioned pre-defined HR reference values, o the durations V l = T l +1 - T l of all the session phases [ T l,T l +1], l = 0,2,..., N - 1, o the HR at rest HR rest, i for the individual i, and o the maximal HR HR maximal, i for the individual i. - the HRV index HRVi( T l) for the individual i, as calculated on the basis of the heart beats time-sequence during the last portion of the preceding session phase [T l -1, T l]; and - the individualized TRainingIMPulse value termed TRIMPi or TRainingIMPulse value termed TRIMP for the individual i, as calculated on the basis of: o the aforementioned pre-defined HR reference values, o the durations V l = T l +1 - T l of all the session phases [ T l,T l +1], l = 0,2,..., N - 1, o the HR at rest HR rest, i for the individual i, and o the maximal HR HR maximal, i for the individual i. o the aforementioned pre-defined HR reference values, o the durations V l = T l +1 - T l of all the session phases [ T l,T l +1], l = 0,2,..., N - 1, o the HR at rest HR rest, i for the individual i, and o the maximal HR HR maximal, i for the individual i.