Aim Evidence that brain‐derived neurotrophic factor (BDNF), a neurotrophin largely involved in cognition, is expressed by cerebral endothelial cells led us to explore in rats the contribution of the cerebral microvasculature to BDNF found in brain tissue and the link between cerebrovascular nitric oxide (NO) and BDNF production. Methods Brain BDNF protein levels were measured before and after in situ removal of the cerebral endothelium that was achieved by brain perfusion with a 0.2% CHAPS (3‐[(3‐cholamidopropyl) dimethylammonio]‐1‐propane sulphonate) solution. BDNF protein and mRNA levels as well as levels of endothelial NO synthase phosphorylated at serine 1177 (P‐eNOSser1177) were measured in cerebral microvessel‐enriched fractions. These fractions were also exposed to glycerol trinitrate. Hypertension (spontaneously hypertensive rats) and physical exercise training were used as experimental approaches to modulate cerebrovascular endothelial NO production. Results CHAPS perfusion resulted in a marked decrease in brain BDNF levels. Hypertension decreased and exercise increased P‐eNOSser1177 and BDNF protein levels. However, BDNF mRNA levels that were increased by exercise did not change after hypertension. Finally, in vitro exposure of cerebral microvessel‐enriched fractions to glycerol trinitrate enhanced BDNF production. Conclusion These data reveal that BDNF levels measured in brain homogenates correspond for a large part to BDNF present in cerebral endothelial cells and that cerebrovascular BDNF production is dependent on cerebrovascular endothelial eNOS activity. They provide a paradigm shift in the cellular source of brain BDNF and suggest a new approach to improve our understanding of the link between endothelial function and cognition.