Autonomic cardiovascular adjustments to exercise, essential for meeting the increased metabolic demands of exercising skeletal muscle, are regulated by motor volition-driven neural activation, i.e., central command. The contribution of brain mechanisms to these adjustments has been suggested for more than a century, yet the functional brain architecture remains incompletely understood. This article discusses recent findings primarily obtained from rodent studies utilizing advanced experimental tools, particularly those enabled by genetic engineering, such as optogenetics and viral neural tracing, to elucidate the diencephalic and brainstem circuits responsible for autonomic cardiovascular adjustments during voluntary exercise. Particular attention is paid to the central neural pathways and specific neuronal populations involved in transmitting central command signals, that drive not only somatic muscular activity but also autonomic cardiovascular responses. The uncovered diencephalic and brainstem circuits are relevant to understanding the brain substrate of central command, which is essential for maintaining cellular homeostasis and enhancing physical performance. Future studies and potential subjects for further investigation to deepen our understanding of the brain mechanisms underlying autonomic cardiovascular regulation are also discussed.