We aimed to investigate the efficacy of exercise on preventing arterial stiffness and the potential role of sympathetic nerves within perivascular adipose tissue (PVAT) in pressure-overload-induced heart failure (HF) mice. Eight-week-old male mice were subjected to sham operation (SHAM), transverse aortic constriction-sedentary (TAC-SE), and transverse aortic constriction-exercise (TAC-EX) groups. Six weeks of aerobic exercise training was performed using a treadmill. Arterial stiffness was determined by measuring the elastic modulus. The elastic and collagen fibers of the aorta and sympathetic nerve distribution in PVAT were observed. Circulating noradrenaline (NE), expressions of β3-adrenergic receptor (β3-AR), and adiponectin in PVAT were quantified. During the recovery of cardiac function by aerobic exercise, thoracic aortic collagen elastic modulus (CEM) and collagen fibers were significantly decreased (p < 0.05, TAC-SE vs. TAC-EX), and elastin elastic modulus (EEM) was significantly increased (p < 0.05, TAC-SE vs. TAC-EX). Circulating NE and sympathetic nerve distribution in PVAT were significantly decreased (p < 0.05, TAC-SE vs. TAC-EX). The expression of β3-AR was significantly reduced (p < 0.05, TAC-SE vs. TAC-EX), and adiponectin was significantly increased (p < 0.05, TAC-SE vs. TAC-EX) in PVAT. Regular aerobic exercise can effectively prevent arterial stiffness and extracellular matrix (ECM) remodeling in the developmental course of HF, during which sympathetic innervation and adiponectin within PVAT might be strongly implicated.