Abnormalities in the muscle metaboreflex concur to exercise intolerance and greater cardiovascular risk. Exercise training benefits neurocardiovascular function at rest and during exercise, but its role in favoring muscle metaboreflex in health and disease remains controversial. While some authors demonstrated that exercise training enhanced the sensitization of muscle metabolically afferents and improved neurocardiovascular responses to muscle metaboreflex activation, others reported unaltered responses. This narrative review aimed to: (a) highlight the current evidence on the effects of exercise training upon cardiovascular and autonomic responses to muscle metaboreflex activation; (b) analyze the role of training components and indicate potential mechanisms of metaboreflex adaptations; and (c) address key methodological features for future research. Though limited, accumulated evidence suggests that muscle metaboreflex adaptations depend on the individual clinical status, exercise modality, and training duration. In healthy populations, most trials negated the hypothesis of metaboreflex improvement due to chronic exercise, irrespective of the training duration. Favorable changes in patients with impaired metaboreflex, particularly chronic heart failure, mostly resulted from long-term interventions (> 16 weeks) including aerobic exercise of moderate to high intensity, performed in isolation or within multimodal training. Potential mechanisms of metaboreflex improvements include enhanced sensitivity of channels and receptors, greater antioxidant capacity, lower metabolite accumulation, increased functional sympatholysis, and muscle perfusion. Future research should investigate: (1) the dose-response relationship of training components within different exercise modalities to elicit improvements in individuals showing intact or impaired muscle metaboreflex; and (2) potential and specific underlying mechanisms of metaboreflex improvements in individuals with different medical conditions.