A hot flush is characterised by feelings of intense heat, profuse elevations in cutaneous vasodilatation and sweating, and reduced brain blood flow. Exercise training reduces self-reported hot flush severity, but underpinning physiological data are lacking. We hypothesised that exercise training attenuates the changes in cutaneous vasodilatation, sweat rate and cerebral blood flow during a hot flush. In a preference trial, 18 symptomatic post-menopausal women underwent a passive heat stress to induce hot flushes at baseline and follow-up. Fourteen participants opted for a 16 week moderate intensity supervised exercise intervention, while seven participants opted for control. Sweat rate, cutaneous vasodilatation, blood pressure, heart rate and middle cerebral artery velocity (MCAv) were measured during the hot flushes. Data were binned into eight equal segments, each representing 12.5% of hot flush duration. Weekly self-reported frequency and severity of hot flushes were also recorded at baseline and follow-up. Following training, mean hot flush sweat rate decreased by 0.04 mg cm2 min−1 at the chest (95% confidence interval 0.02–0.06, P = 0.01) and by 0.03 mg cm2 min−1 (0.02–0.05, P = 0.03) at the forearm, compared with negligible changes in control. Training also mediated reductions in cutaneous vasodilatation by 9% (6–12%) at the chest and by 7% (4–9%) at forearm (P ≤ 0.05). Training attenuated hot flush MCAv by 3.4 cm s−1 (0.7–5.1 cm s−1, P = 0.04) compared with negligible changes in control. Exercise training reduced the self-reported severity of hot flushes by 109 arbitrary units (80–121, P < 0.001). These data indicate that exercise training leads to parallel reductions in hot flush severity and within-flush changes in cutaneous vasodilatation, sweating and cerebral blood flow.