Exercise training which meets the recommendations set by the National Physical Activity Guidelines ensues a multitude of health benefits towards the prevention and treatment of various chronic diseases. However, not all individuals respond well to exercise training. That is, some individuals have no response, while others respond poorly. Genetic background is known to contribute to the inter-individual (human) and -strain (e.g., mice, rats) variation with acute exercise and exercise training, though to date, no specific genetic factors have been identified that explain the differential responses to exercise. In this review, we provide an overview of studies in human and animal models that have shown a significant contribution of genetics in acute exercise and exercise training-induced adaptations with standardized endurance and resistance training regimens, and further describe the genetic approaches which have been used to demonstrate such responses. Finally, our current understanding of the role of genetics and exercise is limited primarily to the nuclear genome, while only a limited focus has been given to a potential role of the mitochondrial genome and its interactions with the nuclear genome to predict the exercise training-induced phenotype(s) responses. We therefore discuss the mitochondrial genome and literature that suggests it may play a significant role, particularly through interactions with the nuclear genome, in the inherent ability to respond to exercise.