Acute exercise has been shown to transiently improve specific aspects of cognitive function, however the mechanism governing these effects remain unclear. Blood pressure responses during exercise have been hypothesized to be a primary contributing factor, in part through its influence on cerebral blood flow. In this counterpoint, we highlight the inconsistent and weak associations between changes in blood pressure, cerebral blood flow and cognitive responses during and following acute exercise. Despite sound theoretical foundation, cognitive responses to exercise do not appear strongly related to blood pressure and more likely stem from a complex integration of multiple mechanisms.