Sympathetic neural control of the cardiovascular system plays a crucial role in supplying oxygen from the lung to the contracting skeletal muscle during exercise to meet the increased metabolic rate. Direct recording of human sympathetic nerve activity, i.e. microneurography, has provided a wealth of new findings, as follows: 1. The muscle metabo- and mechano-reflex is essential to the normal rise in muscle sympathetic nerve activity (MSNA) during static and rhythmic handgrip exercise. 2. Exercise intensity and duration influence the extent of MSNA during dynamic cycling exercise. MSNA increases in proportion to exercise intensity, which is governed by peripheral reflex and central control mechanisms. At maximal exercise, the strong MSNA response seems to be caused mainly by increased central command. 3. During prolonged low-intensity cycling, MSNA increases in association with a fall in blood pressure. Thus, the baroreflex may play a key role of the increase of MSNA. The present review addresses what mechanism is important for control of the sympathetic nervous system during exercise based on the actual MSNA response during different forms of exercise. The results suggest that MSNA during dynamic exercise is controlled by many inputs from the central and peripheral areas, whereas there has been little study of the MSNA response to dynamic exercise. It will be necessary to accumulate further studies to confirm precise details of neural control of the circulation during dynamic exercise.