It has recently been reported how to quantify inter-individual differences in the response to an exercise intervention using the standard deviation (SD) of the change scores, as well as how to appraise these differences for clinical relevance. In a parallel-group RCT, the key trigger for further investigation into inter-individual responses is when the standard deviation of change (SDchange) in the intervention sample is substantially larger than the same standard deviation derived from a suitable comparator sample. ‘True’ and clinically relevant inter-individual differences in response can then be plausibly expected, and potential moderators and mediators of the inter-individual differences can be explored. We now aim to critically review the research on the inter –individual differences in response to exercise training, focusing on maximal oxygen uptake (VO2max). A literature search through the relevant bibliographic databases resulted in the identification of six relevant studies that were published prior to the influential HERITAGE family study. Only one of these studies was found to include a comparator arm. Re-analysis of the data from this study, accounting for random within-subjects variation, revealed an absence of clinically important inter-individual differences in the response of VO2max to exercise training. The SDchange was, in fact, larger (± 5.6 ml/kg/min) for the comparator than the intervention group (± 3.7 ml/kg/min). We located over 180 publications that resulted from the HERITAGE study, but we could not find a comparator arm in any of these studies. Some authors did not explain this absence, while others reasoned that only inter-individual differences in exercise response were of interest, so this intervention sample was investigated solely. We also found this absence of a comparator sample in on-going studies. A perceived high test-retest reliability is offered as a justification for the absence of a comparator arm, but the test-retest reliability analysis for HERITAGE was over a much shorter term than the length of the actual training period between baseline and follow-up measurements of VO2max. We also scrutinised the studies in which twins have been investigated, resulting in concerns about how genetic influences on the magnitude of general within-subjects variability has been partitioned out (again in the absence of a comparator – no training – group), as well as with the intraclass correlation coefficient approach to data analysis. Twin pairs were found to be sometimes heterogeneous for the obviously influential factors of sex, age and fitness, thereby inflating an unadjusted coefficient. We conclude that most studies on inter-individual differences in VO2max response to exercise training have no comparator sample. Therefore, true inter-individual differences in response cannot be quantified, let alone appraised for clinical relevance. For those studies with a comparator sample, we found that the inter-individual differences in training response were not larger than random within-subjects variation in VO2max over the same time period as the training intervention. Key Points Researchers often focus upon ‘main effects’ and mean group changes, but these statistics may hide a wide range of responses. True inter-individual differences in exercise training response can be precisely quantified and appraised for clinical importance only with parallel information from a suitable comparator group or data from a relevant reliability study. Importantly, none of the studies resulting from the HERITAGE Family Study included a comparator sample. We provide a ‘road-map’ for the study of inter-individual differences in the responses to exercise training.