The prevalence of T2DM represents a challenge for health agencies due to its high risk of morbidity and mortality. Physical Activity (PA) is one of the fundamental pillars for the treatment of T2DM, so Physical Exercise (PE) programs have been applied to research their effectiveness. The objective of the study was to analyze the effects of PE methods on glycemic control and body composition of adults with T2DM. A systematic review without meta-analysis was performed, using the PubMed database. Quasi-experimental and pure experimental clinical trials were included, which were available free of charge and were published during 2010–2020. In the results, 589 articles were found and 25 passed the inclusion criteria. These were classified and analyzed according to the methods identified (AE, IE, RE, COM, and others), duration and variable(s) studied. It is concluded that PE is effective for glycemic control and body composition in adults with T2DM using different methods (AE, IE, RE, COM, and others), both in the short and long term. Adequate organization of PE components such as frequency, duration, volume, and intensity, is essential.