Physiological adaptations to exercise training are well recognized and contribute importantly to health and fitness. Cardiovascular diseases, such as hypertension and heart failure, are often associated with elevated activity of the sympathetic nervous system. This review aims to provide comprehensive overview on the role of exercise training on muscle sympathetic nerve activity (MSNA) regulation in humans, with a focus on recent advances in at-risk populations. Collectively, these studies converge to demonstrate that aerobic exercise training reduces resting MSNA in populations at heightened cardiovascular risk, but do not appear to alter resting MSNA in healthy adults. We provide directions for future research which might address gaps in our knowledge regarding sympathoneural adaptations to exercise training.