We investigate whether arterial baroreceptors mediate the training-induced blood pressure fall and resting bradycardia in hypertensive (SHR) and normotensive rats (WKY). Male SHR and WKY rats, submitted to sino-aortic denervation (SAD) or sham surgery (SHAM group), were allocated to training (T; 55% of maximal exercise capacity) or sedentary (S) protocols for 3 months. Rats were instrumented with arterial and venous catheters for haemodynamic measurements at rest (power spectral analysis) and baroreceptor testing. Kidney and skeletal muscles were processed for morphometric analysis of arterioles. Elevated mean arterial pressure (MAP) and heart rate (HR) in SHAM SHRS were accompanied by increased sympathetic variability and arteriolar wall/lumen ratio [+3.4-fold on low-frequency (LF) power and +70%, respectively, versus WKYS, P < 0.05]. Training caused significant HR (∼9% in WKY and SHR) and MAP reductions (−8% in the SHR), simultaneously with improvement of baroreceptor reflex control of HR (SHR and WKY), LF reduction (with a positive correlation between LF power and MAP levels in the SHR) and normalization of wall/lumen ratio of the skeletal muscle arterioles (SHR only). In contrast, SAD increased pressure variability in both strains of rats, causing reductions in MAP (−13%) and arteriolar wall/lumen ratio (−35%) only in the SHRS. Training effects were completely blocked by SAD in both strains; in addition, after SAD the resting MAP and HR and the wall/lumen ratio of skeletal muscle arterioles were higher in SHRT versus SHRS and similar to those of SHAM SHRS. The lack of training-induced effects in the chronic absence of baroreceptor inputs strongly suggests that baroreceptor signalling plays a decisive role in driving beneficial training-induced cardiovascular adjustments.