Blood pressure (BP) is a mandatory safety measure during graded intensity clinical exercise stress testing. While it is generally accepted that exercise hypotension is a poor prognostic sign linked to severe cardiac dysfunction, recent meta-analysis data also implicate excessive rises in submaximal exercise BP with adverse cardiovascular events and mortality, irrespective of resting BP. Although more data is needed to derive submaximal normative BP thresholds, the association of a hypertensive response to exercise with increased cardiovascular risk may be due to underlying hypertension that has gone unnoticed by conventional resting BP screening methods. Delayed BP decline during recovery is also associated with adverse clinical outcomes. Thus, above and beyond being used as a routine safety measure during stress testing, exercise (and recovery) BP may be useful for identifying high-risk individuals and also as an aid to optimise care through appropriate follow-up after exercise stress testing. Accordingly, careful attention should be paid to correct measurement of exercise stress test BP (before, during and after exercise) using a standardised approach with trained operators and validated BP monitoring equipment (manual or automated). Recommendations for exercise BP measurement based on consolidated international guidelines and expert consensus are presented in this review.