High blood pressure (BP) is a leading risk factor for cardiovascular disease (CVD). The identification of high BP is conventionally based on in-clinic (resting) BP measures, performed within primary health care settings. However, many cases of high BP go unrecognised or remain inadequately controlled. Thus, there is a need for complementary settings and methods for BP assessment to identify and control high BP more effectively. Exaggerated exercise BP is associated with increased CVD risk and may be a medium to improve identification and control of high BP because it is suggestive of high BP gone undetected on the basis of standard in-clinic BP measures at rest. This paper provides the evidence to support a pathway to aid identification and control of high BP in clinical exercise settings via the measurement of exercise BP. It is recommended that exercise professionals conducting exercise testing should measure BP at a fixed submaximal exercise workload at moderate intensity (e.g., ~70% age-predicted heart rate maximum, stage 1–2 of a standard Bruce treadmill protocol). If exercise systolic BP is raised (≥170 mmHg), uncontrolled high BP should be assumed and should trigger correspondence with a primary care physician to encourage follow-up care to ascertain true BP control (i.e., home, or ambulatory BP) alongside a hypertension-guided exercise and lifestyle intervention to lower CVD risk related to high BP.