Regular physical exercise is responsible for various health benefits, and is recommended for primary and secondary cardiovascular (CV) prevention. Despite these recognized benefits, various clinical events can occur in athletes, including acute myocardial infarction and sudden cardiac death (SCD); the main cause of SCD in veteran athletes is coronary artery disease (CAD). The relationship between intense exercise training and CAD is controversial, and a U-shaped association has been hypothesized. If this is the case, screening for subclinical CAD in older athletes may be justified, and various different methodologies have been proposed. However, the methodology for screening veteran athletes is not consensual, and several markers of CAD, in addition to clinical CV risk factors, could improve risk stratification in this population. In the present paper we review the published data on CAD in athletes, focusing on the relationship between the dose of exercise and CAD, as well as the implications for pre-participation screening of veteran athletes.