Autonomic nervous system adjustments to the heart and blood vessels are necessary for mediating the cardiovascular responses required to meet the metabolic demands of working skeletal muscle during exercise. These demands are met by precise exercise intensity-dependent alterations in sympathetic and parasympathetic nerve activity. The purpose of this review is to examine the contributions of the sympathetic and parasympathetic nervous systems in mediating specific cardiovascular and hemodynamic responses to exercise. These changes in autonomic outflow are regulated by several neural mechanisms working in concert, including central command (a feed forward mechanism originating from higher brain centers), the exercise pressor reflex (a feed-back mechanism originating from skeletal muscle), the arterial baroreflex (a negative feed-back mechanism originating from the carotid sinus and aortic arch), and cardiopulmonary baroreceptors (a feed-back mechanism from stretch receptors located in the heart and lungs). In addition, arterial chemoreceptors and phrenic afferents from respiratory muscles (i.e., respiratory metaboreflex) are also capable of modulating the autonomic responses to exercise. Our goal is to provide a detailed review of the parasympathetic and sympathetic changes that occur with exercise distinguishing between the onset of exercise and steady-state conditions, when appropriate. In addition, studies demonstrating the contributions of each of the aforementioned neural mechanisms to the autonomic changes and ensuing cardiac and/or vascular responses will be covered.