The recent development of microneurographic techniques for obtaining direct intraneural recordings of human muscle sympathetic nerve activity (MSNA) has revealed much new information about sympathetic control mechanisms during exercise over the last decade. From numerous investigations, the major findings are how the pattern and magnitude of the MSNA response to exercise is influenced by many factors such as exercise type (static and dynamic exercise, active muscle mass and combination exercise), intensity, duration, muscle fiber type, fatigue and exercise training. Furthermore, environmental conditions, i.e., postural change, hypoxia, thermal and cold stress, genders and age are also factors modulating the MSNA response during exercise. The most important mechanism of stimulating MSNA during exercise is metaboreflex from the active muscles, while the reflex can be modulated by central and peripheral factors. Especially, afferent neural input from the mechanoreceptors in the skeletal muscle, arterial and cardiopulmonary baroreceptors, and peripheral chemoreceptors could play an important role in precise control of MSNA during different exercise situations. On the basis of the current state of information, accumulated knowledge of this area of research may be critical for understanding the contribution of MSNA for control of exercise circulation as well as counteracting muscle fatigue or improvement of exercise performance.