The aim of this study was to evaluate the early effect of the endurance training (ET) on systolic blood pressure (SBP), heart rate (HR) and rate pressure-product (RPP) after acute cigarette smoke exposure. Twenty male Wistar rats were randomly allocated into two groups: trained (TEx; n = 10) and control (CEx; n = 10), exposed to smoke. TEx rats undertook ET during 2 weeks (swimming, 5 days/week; 1 h/session) and CEx group was kept in sedentary lifestyle. After ET protocol both groups were exposed to cigarette smoke only once (total 1 h; 2 × 30 min with interval of 10 min between exposures; rate of 10 cigarettes/30 min). SBP, HR and RPP were measured after 2 weeks and just after (5 min) acute cigarette smoke (tail plethysmograph). All parameters did not differ (P > 0.05) between TEx (RPP = 45018 ± 1970 mmHg/bpm) and CEx (43695 ± 2579 mmHg/bpm) after ET protocol. However, all cardiovascular parameters increased (P < 0.05) only for CEx just after the cigarette smoke exposure. We concluded that ET can attenuate the aggression from acute smoking to cardiovascular system, with a few days of training and even with no chronic effect on these parameters at basal condition.