Stressful situations are common in everyday life and disturb homeostasis. So, an exercise session is a strategy to mitigate blood pressure (BP) peaks in response to stress (i.e., BP reactivity), decreasing the cardiovascular risk. This is a systematic review and meta-analysis that aims to verify the effects of a single session of physical exercises on BP reactivity to stress in adults. The searches were performed in digital databases (MEDLINE, LILACS, EMBASE, SPORTDiscus, and PsycInfo) and 29 studies were included, totaling 795 individuals (quantitative analysis: k = 25, n = 659). As for exercise characteristics, 21 of the 29 studies focused on aerobic exercises, and 23 studies focused on low to moderate intensities. As for the stress tests, we have them in the following order from the most to the least frequent: stroop color and word test, cold pressor test, arithmetic test, public speaking, handgrip, trier social stress test, and study task. Favorable metanalytic results (standardized mean differences through random-effects approach) for the exercises were found, with attenuated reactivity in systolic BP (pooled effect size = − 0.38 [− 0.49; − 0.27], representing average reductions of 3.7 ± 3.8 mmHg), diastolic BP (pooled effect size = − 0.51 [− 0.70; − 0.33], representing average reductions of 2.9 ± 3.7 mmHg), and mean BP (pooled effect size = − 0.51 [− 0.72; − 0.31], representing average reductions of 4.1 ± 3.3 mmHg). So, acute physical exercise lowers systolic, diastolic, and mean blood pressure reactivity in response to stressor tasks. However, given the small magnitude of effects, the clinical relevance of this result must be interpreted with caution and be better explored.