An exaggerated exercise pressor reflex (EPR) contributes to exercise intolerance and excessive sympathoexcitation in the chronic heart failure (CHF) state, which is prevented by exercise training (ExT) at an early stage in the development of CHF. We hypothesized that ExT has a beneficial effect on the exaggerated EPR by improving the dysfunction of muscle afferents in CHF. We recorded the discharge of mechanically sensitive (group III) and metabolically sensitive (group IV) afferents in response to static contraction, passive stretch, and hindlimb intra-arterial injection of capsaicin in sham+sedentary (Sed), sham+ExT, CHF+Sed, and CHF+ExT rats. Compared with sham+Sed rats, CHF+Sed rats exhibited greater responses of group III afferents to contraction and stretch, whereas the responses of group IV afferents to contraction and capsaicin were blunted. ExT prevented the sensitization of group III responses to contraction or stretch and partially prevented the blunted group IV responses to contraction or capsaicin in CHF rats. Furthermore, we investigated whether purinergic 2X (P2X) and transient receptor potential vanilloid 1 (TRPV1) receptors mediate the altered sensitivity of muscle afferents by ExT in CHF. We found that the upregulated P2X and downregulated TRPV1 receptors in L4/5 dorsal root ganglia of CHF rats were normalized by ExT. Hindlimb intra-arterial infusion of a P2X antagonist attenuated the group III response to contraction or stretch in CHF rats to a greater extent than in sham rats, which was normalized by ExT. These findings suggest that ExT improves the abnormal sensitization of muscle afferents in CHF at least, in part, via restoring the dysfunction of P2X and TRPV1 receptors.