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This paper briefly reviews the role of central command in the neural control of the circulation during exercise. While defined as a feedfoward component of the cardiovascular control system, central command is also associated with perception of effort or effort sense. The specific factors influencing perception of effort and their effect on autonomic regulation of cardiovascular function during exercise can vary according to condition. Centrally mediated integration of multiple signals occurring during exercise certainly involves feedback mechanisms, but it is unclear whether or how these signals modify central command via their influence on perception of effort. As our understanding of central neural control systems continues to develop, it will be important to examine more closely how multiple sensory signals are prioritized and processed centrally to modulate cardiovascular responses during exercise. The purpose of this article is briefly to review the concepts underlying central command and its assessment via perception of effort, and to identify potential areas for future studies towards determining the role and relevance of central command for neural control of exercise.