The beneficial impact of regular exercise on cardiovascular health is partly mediated by psychobiological mechanisms. However, the effect of acute exercise on psychobiological responses is unclear. Thus, we performed a systematic review of randomised controlled trials (RCTs) that examined the effect of acute aerobic exercise on blood pressure (BP) responses (the change from baseline to stress) to psychosocial laboratory tasks. Fifteen RCTs met inclusion criteria of which ten demonstrated significant reductions in post-exercise stress related BP responses compared with control (mean effect sizes for systolic and diastolic BP, 0.38 and 0.40). Studies involving greater exercise doses tended to show larger effects, with the minimum dose to show a significant effect being 30 min at 50% VO2max. No other moderators emerged from the examination of participant characteristics, research designs and stressor characteristics. In conclusion, an acute bout of aerobic exercise appears to have a significant impact on the BP response to a psychosocial stressor.