The neurocircuitry underlying human cardiovascular control during exercise has yet to be fully elucidated. Functional imaging studies and animal studies have so far identified potential circuits that might be involved in the cardiovascular response to exercise, so-called 'central command'. This brief review highlights neurocircuits that may have functional significance as judged from direct recordings of electrical activity during exercise in patients with implanted deep brain stimulating electrodes. Of particular interest is the periaqueductal grey area (PAG), where electrodes are implanted in humans to treat chronic pain. This area is known to be important in the exercise pressor reflex in animals. Our studies have shown that changes occur in this region during anticipation of exercise, indicating a possible role in the central command of cardiovascular variables before and during exercise. This leads us to suggest that the PAG may be an 'integrating area' between the feedback signals from muscle and the feedforward signals from higher centres. The role of the PAG in cardiovascular control in humans, with reference to electrical stimulation experiments, is also described.