Background and Purpose: Obstructive sleep apnea (OSA) is a common condition marked by repeated upper airway collapse during sleep, leading to hypertension and neurocognitive disorders. This study uses a rat model to investigate the effects of preconditioning moderate-intensity aerobic exercise on brain inflammatory cytokines and blood pressure in OSA. The purpose is to provide recommendations for the preventive mechanisms of OSA. Methods: Six male Sprague-Dawley rats (weight 250-300g) were divided into Control group (CON) n = 2, Obstructive sleep apnea group (OSA) n = 2 and Obstructive sleep apnea combine exercise group (OSA + EXE) n = 2. The total duration of the experiment for the CON and OSA groups was 7 days, with measurements on the eighth day. The OSA + EXE group Executed a 3-week exercise training and intermittent hypoxia exposure. Measurements included blood pressure and brain tissue (substantia nigra) inflammatory cytokines. Results were significant at p < 0.05. Results: The mean arterial pressure of the OSA group was higher than that of the CON group (p = 0.001) and the OSA + EXE group (p = 0.001). Diastolic pressure was also higher in the OSA group compared to the CON group (p = 0.002) and OSA + EXE group (p = 0.004). The OSA group had lower body weight than the CON group (p = 0.017), with no significant difference compared to the OSA + EXE group (p = 0.7). Pro-inflammatory cytokines Tumor Necrosis Factor-α (TNF-α) and Interleukin-6 (IL-6), and anti-inflammatory cytokine Interleukin-10 (IL-10), were higher in the OSA group than the CON group, while the OSA + EXE group showed higher TNF-α and lower IL-6 and IL-10 compared to the OSA group, with no significant differences (p > 0.05). Conclusions: OSA leads to increased blood pressure, elevated levels of pro-inflammatory and anti-inflammatory cytokines in the brain. Preconditioning exercise training conducted before the onset of OSA results in reduced blood pressure and decreased levels of pro-inflammatory and anti-inflammatory cytokines in the brain compared to the OSA group. Clinical Relevance: Preconditioning aerobic exercise training before the onset of OSA can be suggested as a preventive strategy for hypertension symptoms and central nervous system inflammatory responses caused by OSA.