Diabetes Mellitus is considered a chronic disease of epidemic proportions that affects approximately 415 million adults. Several studies reported the benefits of exercise training for this syndrome treatment. The aim of this study was to summarize the major findings of aerobic, resistance, and combined training influence in patients with Type 2 Diabetes Mellitus. The studies showed that different modalities of exercise exert positive effects on insulin sensitivity, exercise capacity, glycemic control, vascular function, and other risk factors associated with Type 2 Diabetes Mellitus. As a conclusion, physical exercise is a safe and effective strategy to prevent and mitigate the changes associated with Type 2 Diabetes Mellitus, besides it is possible to get benefits with continuous aerobic (low, moderate or high intensity), interval, combined or resistance training.