Since neurovascular control is altered in obese subjects, we hypothesized that weight loss by diet (D) or diet plus exercise training (D + ET) would improve neurovascular control during mental stress in obese women. In a study with a dietary reduction of 600 kcal/day with or without exercise training for 4 months, 53 obese women were subdivided in D (N = 22, 33 ± 1 years, BMI 34 ± 1 kg/m²), D + ET (N = 22, 33 ± 1 years, BMI 33 ± 1 kg/m²), and nonadherent (NA, N = 9, 35 ± 2 years, BMI 33 ± 1 kg/m²) groups. Muscle sympathetic nerve activity (MSNA) was measured by microneurography and forearm blood flow by venous occlusion plethysmography. Mental stress was elicited by a 3-min Stroop color word test. Weight loss was similar between D and D + ET groups (87 ± 2 vs 79 ± 2 and 85 ± 2 vs 76 ± 2 kg, respectively, P < 0.05) with a significant reduction in MSNA during mental stress (58 ± 2 vs 50 ± 2, P = 0.0001, and 59 ± 3 vs 50 ± 2 bursts/100 beats, P = 0.0001, respectively), although the magnitude of the response was unchanged. Forearm vascular conductance during mental stress was significantly increased only in D + ET (2.74 ± 0.22 vs 3.52 ± 0.19 units, P = 0.02). Weight loss reduces MSNA during mental stress in obese women. The increase in forearm vascular conductance after weight loss provides convincing evidence for D + ET interventions as a nonpharmacologic therapy of human obesity.