Human life span has dramatically increased over several decades, and the quality of life has been considered to be equally important. However, diabetes mellitus (DM) characterized by problems related to insulin secretion and recognition has become a serious health problem in recent years that threatens human health by causing decline in brain functions and finally leading to neurodegenerative diseases. Exercise is recognized as an effective therapy for DM without medication administration. Exercise studies using experimental animals are a suitable option to overcome this drawback, and animal studies have improved continuously according to the needs of the experimenters. Since brain health is the most significant factor in human life, it is very important to assess brain functions according to the different exercise conditions using experimental animal models. Generally, there are two types of DM; insulin-dependent type 1 DM and an insulin-independent type 2 DM (T2DM); however, the author will mostly discuss brain functions in T2DM animal models in this review. Additionally, many physiopathologic alterations are caused in the brain by DM such as increased adiposity, inflammation, hormonal dysregulation, uncontrolled hyperphagia, insulin and leptin resistance, and dysregulation of neurotransmitters and declined neurogenesis in the hippocampus and we describe how exercise corrects these alterations in animal models. The results of changes in the brain environment differ according to voluntary, involuntary running exercises and resistance exercise, and gender in the animal studies. These factors have been mentioned in this review, and this review will be a good reference for studying how exercise can be used with therapy for treating DM.