The incidence of Parkinson’s disease is increasing worldwide. The motor dysfunctions are the hallmark of the disease, but patients also experience non-motor impairments, and over 40% of the patients experience coexistent abnormalities, such as orthostatic hypotension. Exercise training has been suggested as a coping resource to alleviate Parkinson’s disease symptoms and delay disease progression. However, the body of knowledge is showing that the cardiovascular response to exercise in patients with Parkinson’s disease is altered. Adequate cardiovascular and hemodynamic adjustments to exercise are necessary to meet the metabolic demands of working skeletal muscle properly. Therefore, since Parkinson’s disease affects parasympathetic and sympathetic branches of the autonomic nervous system and the latter are crucial in ensuring these adjustments are adequately made, the understanding of these responses during exercise in this population is necessary. Several neural control mechanisms are responsible for the autonomic changes in the cardiovascular and hemodynamic systems seen during exercise. In this sense, the purpose of the present work is to review the current knowledge regarding the cardiovascular responses to dynamic and isometric/resistance exercise as well as the mechanisms by which the body maintains appropriate perfusion pressure to all organs during exercise in patients with Parkinson’s disease. Results from patients with Parkinson’s disease and animal models of Parkinson’s disease provide the reader with a well-rounded knowledge base. Through this, we will highlight what is known and not known about how the neural control of circulation is responding during exercise and the adaptations that occur when individuals exercise regularly.