In the event of a heart attack during exercise, immediate action is crucial. Stop all physical activity and call emergency services or instruct someone else to do so. If the person is conscious, they should chew an aspirin (if not allergic), as it can help thin the blood. If the person loses consciousness and is unresponsive, begin CPR immediately and use an automated external defibrillator (AED) if available. Timing is vital; quick response can significantly improve survival outcomes during a heart attack.