Background The aim of the present study was to examine whether exercise blood pressure can be used to predict the development of hypertension in normotensive middle‐aged adults. Methods and Results We investigated 7082 normotensive subjects who were annually screened in a tertiary medical center and completed maximal treadmill exercise tests at each visit. After the initial 3 years, subjects were divided into approximate quartiles according to their average exercise systolic and diastolic blood pressure responses (≤158; 158 to 170; 170 to 183; ≥183 mm Hg for systolic blood pressure and ≤73; 73 to 77; 77 to 82; ≥82 mm Hg for diastolic blood pressure). Mean age of the study population was 48±9 years and 73% were men. Average baseline resting blood pressure was 120/77±12/7 mm Hg. During a follow‐up of 5±3 years, 1036 (14.6%) subjects developed hypertension. The cumulative probability of new‐onset hypertension at 5 years was significantly increased with increasing quartiles of exercise systolic blood pressure (5%, 9%, 17%, and 35%, respectively; P <0.001), with a similar association shown for diastolic blood pressure. After adjustment for baseline resting blood pressure and clinical parameters, each 5‐mm Hg increments in exercise either systolic or diastolic blood pressures were independently associated with respective 11% ( P <0.001) and 30% ( P <0.001) increased risk for the development of hypertension. Conclusions In normotensive middle‐aged individuals, blood pressure response to exercise is associated with future development of hypertension.