The exocrine and endocrine pancreata are very closely linked both anatomically and physiologically. Abdominal symptoms such as nausea, bloating, diarrhea, steatorrhea, and weight loss can often occur in diabetic patients. Impairments of the exocrine pancreatic function seem to be a frequent complication of diabetes mellitus; however, they are largely overlooked. The aim of this paper is to provide an overview of the current concepts of exocrine pancreatic insufficiency (PEI) in diabetes mellitus. The prevalence and symptoms of PEI in diabetes mellitus, the pathomechanism, and difficulties of diagnosis and therapy of PEI are summarized in this systematic review.