The regular practice of physical activity is a well-recommended strategy for the prevention and treatment of several cardiovascular and metabolic diseases. Physical exercise prevents the progression of vascular diseases and reduces cardiovascular morbidity and mortality. Exercise training also ameliorates vascular changes including endothelial dysfunction and arterial remodeling and stiffness, usually present in type 2 diabetes, obesity, hypertension and metabolic syndrome. Common to these diseases is excessive oxidative stress, which plays an important role in the processes underlying vascular changes. At the vascular level, exercise training improves the redox state and consequently NO availability. Moreover, growing evidence indicates that other mediators such as prostanoids might be involved in the beneficial effects of exercise. The purpose of this review is to update recent findings describing the adaptation response induced by exercise in cardiovascular and metabolic diseases, focusing more specifically on the beneficial effects of exercise in the vasculature and the underlying mechanisms.