Idiopathic pulmonary fibrosis (IPF) is defined as a chronic fibrosing interstitial disease of unknown cause, limited to the lungs, and associated with the histopathologic and/or radiologic pattern of usual interstitial pneumonia (UIP); it generally progresses into respiratory failure and death. Although progression of the disease is the most common cause of death, there are increasing reports of its association with other pathologies has been reported: e.g., IPF patients seem more susceptible to cardiovascular diseases. Therefore, other pathologies might also influence the natural course. In this paper, we describe a case of IPF and coronary artery disease (CAD). We emphasize the importance of cardiopulmonary exercise test (CPET) as a useful procedure to monitor disease progression in IPF patients. We also stress the importance of a careful analysis of variables measured for an accurate interpretation of the clinical picture and an improvement of the clinical management of patients. Moreover, we suggest that a careful assessment of CPET parameters may additionally help in the early detection of high cardiovascular ischemic risk.