Sedentarism, overweight and malnutrition generate an increase in the production of reactive oxygen species leading to a state of chronic oxidative stress. In patients with type 2 diabetes mellitus, oxidative stress alters pancreatic insulin secretion and the actions of the hormone on target cells, contributing to the development of micro and macrovascular complications. During physical exertion a state of transient oxidative stress occurs. As a consequence, the organism generates multiple physiological adaptations to these repetitive stimuli. Physical exercise is beneficial for type 2 diabetes mellitus but there is a paucity of information about the effects of physical exercise on biomarkers of oxidative stress in patients with the disease. We herein try to elucidate if the effects of exercise on oxidative stress can help in the prevention and treatment of type 2 diabetes mellitus and which is the most effective modality of physical exercise to reduce oxidative stress markers.