The purpose of this work is to predict the systolic blood pressure (BP) during exercise from pulse transit time (PTT) for warning of possible danger. PTT was calculated as the time between R-peak of ECG and the peak of differential photoplethysmograph (PPG). For the PTT-BP model, we used regress equations from previous studies and 3 kinds of new models combining linear and nonlinear regress equation. The model parameters were estimated with the data measured under low to middle intensity exercise, and then was tested with the data measured under high intensity exercise. Predicted BP values after high intensity exercise were compared with those measured by cuff-type sphygmomanometer. The results showed that the error between measured and predicted values were acceptable for the monitoring BP. We tested PTT-BP models 1 month after the identification without further calibration. Models could predict the BP and the errors between measured and predicted BP were about 5mmHg. The suggested system is expected to be helpful in recognizing any danger during exercise.