Regular physical activity (endurance training, ET) has a strong positive link with cardiovascular health. The aim of this review is to draw together the current knowledge on gene expression in different cell types comprising the vessels of the circulatory system, with special emphasis on the endothelium, and how these gene products interact to influence vascular health. The effect beneficial effects of ET on the endothelium are believed to result from increased vascular shear stress during ET bouts. A number of mechanosensory mechanisms have been elucidated that may contribute to the effects of ET on vascular function, but there are questions regarding interactions among molecular pathways. For instance, increases in flow brought on by ET can reduce circulating levels of viscosity and haemostatic and inflammatory variables that may interact with increased shear stress, releasing vasoactive substances such as nitric oxide and prostacyclin, decreasing permeability to plasma lipoproteins as well as the adhesion of leucocytes. At this time the optimal rate-of-flow and rate-of-change in flow for determining whether anti-atherogenic or pro-atherogenic processes proceed remain unknown. In addition, the impact of haemodynamic variables differs with vessel size and tissue type in which arteries are located. While the hurdles to understanding the mechanism responsible for ET-induced alterations in vascular cell gene expression are significant, they in no way undermine the established benefits of regular physical activity to the cardiovascular system and to general overall health. This review summarizes current understanding of control of vascular cell gene expression by exercise and how these processes lead to improved cardiovascular health.