Background: Prolonged sitting is a risk factor for cardiovascular disease (CVD). We examined whether moderate aerobic exercise prior to prolonged sitting (EX + SIT) has protective effects on peripheral and central cardiovascular and autonomic measures. Methods: Young women (n = 26; 23.4 ± 4.3 years old; BMI = 23.1 ± 4.3) completed two sessions in random order: (1) EX + SIT, which consisted of 25 min of moderate aerobic exercise followed by a 3 h prolonged sitting bout, and (2) a 3 h prolonged sitting bout only (SIT-only). Seated peripheral and central blood pressure (BP), pulse wave velocity (PWV), and heart rate variability (HRV) were measured at baseline and after 1 h, 2 h, and 3 h of sitting. Generalized linear mixed models with random effects examined the effects of conditions (i.e., EX + SIT vs. SIT) on BP, PWV, and HRV while adjusting for baseline values. Results: Only peripheral and central diastolic BP (β = 2.18; p = 0.016 and β = 1.99; p = 0.034, respectively) were significantly lower in the EX + SIT condition compared to the SIT-only condition. No differences were detected in other BP, PWV, or HRV variables between the two conditions (p > 0.05 for all). Conclusions: Performing moderate aerobic exercise in the morning before engaging in prolonged sitting bouts may reduce some of the prolonged-sitting-induced cardiovascular impairments in young women. Further research is needed to confirm these findings in males and middle-aged/older adults.