The prognostic value of peak V˙O2 and V˙E/V˙CO2 slope measured during cardiopulmonary exercise (CPX) testing has been well established in patients with advanced heart failure, but blood pressure response to exercise is less well characterized. We retrospectively studied 151 outpatients who underwent CPX testing as part of an advanced heart failure evaluation. The outcome of interest was failure of medical management, defined by death, cardiac transplantation, or left ventricular assist device placement. Patients were stratified into tertiles by change in systolic blood pressure (SBP) (<13, 13-26, and ≥27 mm Hg) during exercise. Patients in the lowest tertile had the lowest peak V˙O2 (10.2 vs 10.6 vs 13.6 mL·kg·min, P = <0.001), the highest V˙E/V˙CO2 slope (42.8 vs 42.1 vs 36.3, P = 0.030), the shortest mean exercise time (5.1 vs 6.0 vs 7.0 min, P = <0.001), and the highest probability of failure of medical management at 1.5 yr (0.69 vs 0.41 vs 0.34, P = 0.011). After multivariate adjustment, increased SBP <20 mm Hg during exercise was associated with a lower hazard of medical management failure (hazard ratio = 0.96, 95% confidence interval [CI] = 0.934-0.987), whereas SBP increases >20 mm Hg were associated with an increased hazard (hazard ratio = 1.046, 95% CI = 1.018-1.075). In conclusion, changes in SBP during CPX testing provide additional prognostic information above standard clinical variables. The peculiar increase in risk noted in those with a rise in SBP >20 mm Hg is less clear and needs to be investigated further.