Dexamethasone-induced hypertension may be caused by baroreflex alterations or renin-angiotensin system (RAS) exacerbation. Aerobic training has been recommended for hypertension treatment, but the mechanisms responsible for reduction of arterial pressure (AP) in dexamethasone (DEX) treated rats are still inconclusive.This study evaluated whether mechanisms responsible for training-induced attenuation of hypertension involve changes in autonomic nervous system and in RAS components. Rats underwent aerobic training protocol on treadmill or were kept sedentary for 8 weeks. Additionally, animals were treated with DEX during the last 10 days of exercise. Body weight (BW), AP and baroreflex activity were analyzed. Tibialis anterior (TA), soleus (SOL) and left ventricle (LV) were collected for evaluation of RAS components gene expression and protein levels. Dexamethasone decreased BW (20%), caused TA atrophy (16%) and increased systolic AP (SAP, 16%) as well as decreased baroreflex activity. Training attenuated SAP increase and improved baroreflex activity, although it did not prevent DEX-induced BW reduction and muscle atrophy. Neither DEX nor training caused expressive changes in RAS components. In conclusion, exercise training was effective in attenuating hypertension induced by DEX and this response may be mediated by a better autonomic balance through an improvement of baroreflex activity rather than changes in RAS components.