Short-term exercise training has been shown to improve cardiovascular function, whereas long-term effects of a physically active lifestyle, on coronary artery function in particular, are still not well studied. We explored possible relationships between physical exercise capacity and coronary and peripheral vascular function in healthy young adults. Twenty-nine healthy young male and female volunteers participated in the study. They underwent 1) basic clinical and echocardiographic characterization, 2) coronary flow velocity reserve (CFVR) measurement of the left anterior descending coronary artery (LAD), 3) common carotid artery (CCA) intima-media thickness (IMT) measurement, 4) assessment of CCA stiffness index (SI), 5) forearm flow-mediated vasodilation (FMD), and 6) submaximal exercise test. The calculated weight-adjusted maximal oxygen uptake capacity (V̇o_{2 maxc}) was positively correlated to LAD CFVR and inversely correlated to IMT and SI. Also, subjects with high compared with moderate exercise capacity had higher FMD. In addition, subjects with LAD CFVR in the upper median had greater ratios between endothelium-dependent and -independent vasodilation in the forearm and lower SI in CCA. High exercise capacity due to a physically active lifestyle is associated with high coronary and peripheral artery function, indicating an early protective role of physical exercise for cardiovascular health.