Heart failure (HF) is characterized by reduced ventricular function, compensatory activation of neurohormonal mechanisms and marked autonomic imbalance. Exercise training (T) is effective to reduce neurohormonal activation but the mechanism underlying the autonomic dysfunction remains elusive. Knowing that blood-brain barrier (BBB) lesion contributes to autonomic imbalance, we sought now to investigate its involvement in HF- and exercise-induced changes of autonomic control. Wistar rats submitted to coronary artery ligation or SHAM surgery were assigned to T or sedentary (S) protocol for 8 weeks. After hemodynamic/autonomic recordings and evaluation of BBB permeability, brains were harvesting for ultrastructural analysis of BBB constituents, measurement of vesicles trafficking and tight junction’s (TJ) tightness across the BBB (transmission electron microscopy) and caveolin-1 and claudin-5 immunofluorescence within autonomic brain areas. HF-S rats vs. SHAM-S exhibited reduced blood pressure, augmented vasomotor sympathetic activity, increased pressure and reduced heart rate variability, and, depressed reflex sensitivity. HF-S also presented increased caveolin-1 expression, augmented vesicle trafficking and a weak TJ (reduced TJ extension/capillary border), which determined increased BBB permeability. In contrast, exercise restored BBB permeability, reduced caveolin-1 content, normalized vesicles counting/capillary, augmented claudin-5 expression, increased TJ tightness and selectivity simultaneously with the normalization of both blood pressure and autonomic balance. Data indicate that BBB dysfunction within autonomic nuclei (increased transcytosis and weak TJ allowing entrance of plasma constituents into the brain parenchyma) underlies the autonomic imbalance in HF. Data also disclose that exercise training corrects both transcytosis and paracellular transport and improves autonomic control even in the persistence of cardiac dysfunction.