The sensitivity of the baroreflex determines its stability and effectiveness in controlling blood pressure (BP). Sleep and arousal are reported to affect baroreflex sensitivity, but the findings are not consistent across studies. After statistically correcting the effect of sleep on the baselines in chronically neuromuscular-blocked (NMB) rats, we found that sleep affects BP and heart period (HP) baroreflex gain similarly. This finding is consistent with baroreflex modulation of HP and BP before divergence of the sympathetic and parasympathetic pathways. Therefore, we hypothesized that the gain modulation occurs in the dorsal medial nucleus of the solitary tract (dmNTS). The present study used long-term dmNTS recordings in NMB rats and single-pulse aortic depressor nerve stimulation. Under these conditions, the magnitude of A-fiber evoked responses (ERs), recorded from second- or higher-order dmNTS baroreflex neurons, was reliably augmented during high-amplitude low-frequency EEG activity (slow-wave sleep) and reduced during low-amplitude high-frequency EEG activity (arousal; DeltaER = 11%, t = 9.49, P < 0.001, degrees of freedom = 1,016). This result has methodological implications for techniques that use changes in HP to estimate baroreflex BP gain and general implications for understanding the relationship between sleep and cardiovascular control.