Background: Health education has proven to be an effective strategy to enable people with diabetes mellitus to manage this condition. However, few studies in Brazilian population samples have been conducted to evaluate the effects of educational programs on diabetes knowledge and self-care. Aim: To evaluate the knowledge about diabetes mellitus and the performance of self-care activities, before and after participation in an educational program. Methods: This is an intervention study, with a quantitative approach, in a single comparison group, for the analysis of "before and after" results related to an educational program focused on self-care and concurrent physical training. The study interventions consisted of 42 exercise sessions, as well as individual educational meetings, according to the needs of each participant and through nursing consultations, using educational material prepared from the literature. The sample was initially composed of 33 adults with diabetes mellitus, but 18 completed the study. For the assessment of knowledge and self-care activities, the revised Brazilian versions of the Diabetes Knowledge Scale and the Diabetes Self-Care Activity Questionnaire were used, respectively, in the two moments of the study, that is, prior to the first educational meeting and immediately before the first physical training session, and after the last educational meeting, which ran parallel to the 42nd physical training session, making a six-month interval between the two assessment moments *Member of the Study Group on Obesity, Diabetes and Hypertension (GEODIH).