Clinical exercise stress testing is a common medical test performed in cardiology and exercise physiology clinics the world over. Measurement of blood pressure (BP) during testing is mandated. Whilst systolic BP should normally rise with incremental exercise, and diastolic BP remains relatively stable, abnormal responses can occur. Low BP or ‘exercise hypotension’ is a known signal of underlying cardiovascular disease and sign of poor prognosis. On the other hand, observational evidence suggests an exaggerated BP response is also associated with heightened cardiovascular disease risk. Historically, research has focused on the BP response to peak or maximum exercise intensities. However, exaggerated BP during submaximal exercise (light-to-moderate intensity) may expose the presence of high BP otherwise not detected by traditional resting measurement in the clinic. Exaggerated exercise BP is related to subclinical cardiovascular disease risk markers such as raised arterial stiffness and impaired cardiac structure and function. The mechanisms underlying such associations are complex, but physiological insight has been gained from studying changes in arterial haemodynamics in response to dynamic exercise. Similarly, there are several known modifiers of the exercise BP response, including age, disease status and aerobic capacity. An area of continued focus is to establish if modifiers, such as aerobic capacity, also modify associations between exercise BP and clinical outcomes throughout the life-course. Future work is also directed towards filling a crucial evidence gap, providing population-based thresholds of exercise BP that are associated with acute and longer-term outcomes. This should pave the way for pragmatic research aimed towards enhancing the clinical use of exercise BP.