The importance of regular physical activity in essential hypertension has been extensively investigated over the last decades and has emerged as a major modifiable factor contributing to optimal blood pressure control. Aerobic exercise exerts its beneficial effects on the cardiovascular system by promoting traditional cardiovascular risk factor regulation, as well as by favorably regulating sympathetic nervous system (SNS) activity, molecular effects, cardiac, and vascular function. Benefits of resistance exercise need further validation. On the other hand, acute exercise is now an established trigger of acute cardiac events. A number of possible pathophysiological links have been proposed, including SNS, vascular function, coagulation, fibrinolysis, and platelet function. In order to fully interpret this knowledge into clinical practice, we need to better understand the role of exercise intensity and duration in this pathophysiological cascade and in special populations. Further studies in hypertensive patients are also warranted in order to clarify the possibly favorable effect of antihypertensive treatment on exercise-induced effects.