Melatonin, a neuroendocrine hormone synthesized primarily by the pineal gland, provides various cardiovascular benefits. Regular physical activity is an effective non-pharmacological therapy for the prevention and control of hypertension. In the present study, we hypothesized that melatonin plays an important role in the aerobic exercise-induced increase of endothelium-dependent vasorelaxation in the mesenteric arteries (MAs) of spontaneously hypertensive rats (SHRs) in a melatonergic receptor-dependent manner. To test this hypothesis, we evaluated the vascular mechanical and functional properties in normotensive Wistar Kyoto (WKY), SHRs, and SHRs that were trained on a treadmill (SHR-EX) for 8 weeks. Exercise training produced a significant reduction in blood pressure and heart rate in SHR, which was significantly attenuated by the intraperitoneal administration of luzindole, a non-selective melatonin receptor (MT1/MT2) antagonist. Serum melatonin levels in the SHR group were significantly lower than those in the WKY group at 8:00-9:00 and 21:00-22:00, while exercise training reduced this difference. Endothelium-dependent vessel relaxation induced by acetylcholine was significantly blunted in SHR compared with age-matched WKY. Both exercise training and luzindole ameliorated this endothelium-dependent impairment of relaxation in hypertension. Immunohistochemistry and Western blotting showed that the protein expression of the MT2 receptor and eNOS, as well as their colocalization in the endothelial cell layer in SHRs, was significantly decreased; as exercise training suppressed this reduction. These results provide evidence that regular exercise has a beneficial effect on improving endothelium-dependent vasorelaxation in MAs, in which melatonin plays a critical role by acting on MT2 receptors to increase NO production and/or NO bioavailability.