The hypertensive response to exercise testing, defined as exaggerated blood pressure response (EBPR), has been documented to be independently associated with unhealthy conditions, carrying an increased risk of future hypertension, cardiovascular (CV) morbidity and mortality. In treated hypertensives, EBPR is a marker of uncontrolled hypertension, a condition previously undetected by office blood pressure (BP) measurements at rest; EBPR may also detect masked hypertension, a phenotype characterized by normal BP values in the medical environment but elevated home or ambulatory BP monitoring (ABPM). The aim of the present review is to provide a comprehensive and up-dated information on the clinical importance of EBPR targeting the following issues: (I) definition and prevalence; (II) underlying mechanisms; (III) clinical correlates and association with subclinical organ damage; (IV) predictive value; (V) clinical decision making.