The prevalence of arterial hypertension is high in patients with diabetes mellitus (DM). When DM and hypertension coexist, they constitute a dual cardiovascular threat and should be adequately controlled. Novel antihyperglycemic agents, including sodium-glucose co-transporter 2 (SGLT-2) inhibitors, glucagon-like peptide-1 receptor agonists (GLP-1 RAs), and dipeptidyl peptidase-4 (DPP-4) inhibitors, have recently been used in the treatment of DM. Beyond their glucose-lowering effects, these drugs have shown beneficial pleiotropic cardiovascular effects, including lowering of arterial blood pressure (BP), as acknowledged in the 2019 European Society of Cardiology/European Association for the Study of Diabetes guidelines on diabetes, prediabetes, and cardiovascular diseases. The purpose of this review was to summarize the available information on the BP-reducing effects of these new glucose-lowering drug classes and provide a brief report on underlying pathophysiological mechanisms. We also compare the three drug classes (SGLT-2 inhibitors, GLP-1 RAs, and DPP-4 inhibitors) in terms of their BP-lowering effect and show that the greater BP reduction seems to be achieved with SGLT-2 inhibitors, whereas DPP-4 inhibitors have probably the mildest antihypertensive effect.