Background: Sex differences in blood pressure (BP) exist during all reproductive life between women and men whereas a sharper increase in BP occurs after menopause which is associated with increased prevalence of cardiovascular diseases. This study examined cardiovascular and biochemical parameters in perimenopausal women (PW) aiming to investigate the influence of sex on a) office BP and for 24 hours; b) cardiac autonomic modulation; c) redox state by measuring MDA, SOD, and catalase; d) NO_x^- concentration. In addition, aerobic exercise training (AET) was applied for detecting changes in cardiovascular responsiveness during the menopausal transition. Methods: Thirty-one participants were enrolled, healthy PW and age-matched men. Cardiovascular and biochemical biomarkers were evaluated at baseline and after AET (8 weeks of exercise on a treadmill, three sessions/week, duration of 30-40 minutes). Results: At rest, PW presented: a) a lower diastolic BP during daytime; b) a lower absolute and normalized LF component as well as a higher HF normalized component; d) no sex differences for redox biomarkers and NO_x^- concentration. After AET, only PW was responsive in lowering systolic BP that was accompanied by an increase in NO_x^- concentration and SOD activity. Regarding HRV, both groups were responsive to the AET. Conclusions: During the menopausal transition, systolic BP was similar to men whereas cardiac autonomic modulation remained unaltered showing the influence of sex steroids on BP. In Addition, AET was fundamental during the menopause transition by preventing an elevation in BP, minimizing the effects of aging associated with estrogen deficiency on women's cardiovascular health.