The autonomic nervous system plays a key role in maintaining homeostasis under normal and pathological conditions. The sympathetic tone, particularly for the cardiovascular system, is generated by sympathetic discharges originating in specific areas of the brainstem. Aerobic exercise training promotes several cardiovascular adjustments that are influenced by the central areas involved in the output of the autonomic nervous system. In this review, we emphasize the studies that investigate aerobic exercise training protocols to identify the cardiovascular adaptations that may be the result of central nervous system plasticity due to chronic exercise. The focus of our study is on some groups of neurons involved in sympathetic regulation. They include the nucleus tractus solitarii, caudal ventrolateral medulla and the rostral ventrolateral medulla that maintain and regulate the cardiac and vascular autonomic tonus. We also discuss studies that demonstrate the involvement of supramedullary areas in exercise training modulation, with emphasis on the paraventricular nucleus of the hypothalamus, an important area of integration for autonomic and neuroendocrine responses. The results of these studies suggest that the beneficial effects of physical activity may be due, at least in part, to reductions in sympathetic nervous system activity. Conversely, with the recent association of physical inactivity with chronic disease, these data may also suggest that increases in sympathetic nervous system activity contribute to the increased incidence of cardiovascular diseases associated with a sedentary lifestyle.