The aim of an optimal pacing strategy during exercise is to enhance performance whilst ensuring physiological limits are not surpassed, which has been shown to result in a metabolic reserve at the end of the exercise. There has been debate surrounding the theoretical models that have been proposed to explain how pace is regulated, with more recent research investigating a central control of exercise regulation. Deception has recently emerged as a common, practical approach to manipulate key variables during exercise. There are a number of ways in which deception interventions have been designed, each intending to gain particular insights into pacing behaviour and performance. Deception methodologies can be conceptualised according to a number of dimensions such as deception timing (prior to or during exercise), presentation frequency (blind, discontinuous or continuous) and type of deception (performance, biofeedback or environmental feedback). However, research evidence on the effects of deception has been perplexing and the use of complex designs and varied methodologies makes it difficult to draw any definitive conclusions about how pacing strategy and performance are affected by deception. This review examines existing research in the area of deception and pacing strategies, and provides a critical appraisal of the different methodological approaches used to date. It is hoped that this analysis will inform the direction and methodology of future investigations in this area by addressing the mechanisms through which deception impacts upon performance and by elucidating the potential application of deception techniques in training and competitive settings.