Background. Type 2 diabetes mellitus (T2DM) is a serious disease associated with high morbidity and mortality. Scientific findings showed that physical exercise is an option for treatment of these patients. This study's objective is to investigate the effects of supervised aerobic and/or resistance physical training on inflammatory markers in subjects with T2DM. Methods. A systematic review was conducted on four databases, MEDLINE, CENTRAL, LILACS, and Scopus, and manual search from 21 to 30 November 2016. Randomized clinical trials involving individuals diagnosed with T2DM, who have undergone supervised training protocols, were selected in this study. Results. Eleven studies were included. Studies that evaluated control group versus aerobic exercise reported controversial results about the effectiveness of physical training in modifying C-reactive protein (CRP) and cytokine levels. The only variable analyzed by the six studies in comparison to the control group versus resistance exercise was CRP. This protein showed no significant difference between groups. Between the two modes of exercise (aerobic and resistance), only one study demonstrated that aerobic exercise was more effective in reducing CRP. Conclusion. The evidence was insufficient to prove that aerobic or resistance exercise improves systemic levels of inflammatory markers in patients with T2DM.