Key points Research indicates that individuals may experience a rise (positive responders) or fall (negative responders) in muscle sympathetic nerve activity (MSNA) during mental stress. In this study, we examined the early blood pressure responses (including the peak, time of peak and rate of rise in blood pressure) to mental stress in positive and negative responders. Negative MSNA responders to mental stress exhibit a more rapid rise in diastolic pressure at the onset of the stressor, suggesting a baroreflex‐mediated suppression of MSNA. In positive responders there is a more sluggish rise in blood pressure during mental stress, which appears to be MSNA‐driven. This study suggests that whether MSNA has a role in the pressor response is dependent upon the reactivity of blood pressure early in the task. Abstract Research indicates that individuals may experience a rise (positive responders) or fall (negative responders) in muscle sympathetic nerve activity (MSNA) during mental stress. The aim was to examine the early blood pressure response to stress in positive and negative responders and thus its influence on the direction of change in MSNA. Blood pressure and MSNA were recorded continuously in 21 healthy young males during 2 min mental stressors (mental arithmetic, Stroop test) and physical stressors (cold pressor, handgrip exercise, post‐exercise ischaemia). Participants were classified as negative or positive responders according to the direction of the mean change in MSNA during the stressor tasks. The peak changes, time of peak and rate of changes in blood pressure were compared between groups. During mental arithmetic negative responders experienced a significantly greater rate of rise in diastolic blood pressure in the first minute of the task (1.3 ± 0.5 mmHg s−1) compared with positive responders (0.4 ± 0.1 mmHg s−1; P = 0.03). Similar results were found for the Stroop test. Physical tasks elicited robust parallel increases in blood pressure and MSNA across participants. It is concluded that negative MSNA responders to mental stress exhibit a more rapid rise in diastolic pressure at the onset of the stressor, suggesting a baroreflex‐mediated suppression of MSNA. In positive responders there is a more sluggish rise in blood pressure during mental stress, which appears to be MSNA‐driven. This study suggests that whether MSNA has a role in the pressor response is dependent upon the reactivity of blood pressure early in the task.