Sedentary lifestyle is associated with increased incidence of diabetes mellitus, whereas exercise training improves metabolic control and therefore may contribute to prevention of various chronic complications. Diabetic kidney disease is the most common microvascular complication of diabetes mellitus, and is associated with increased mortality from cardiovascular disease in diabetic patients. The literature highlights oxidative stress, renal inflammation, and activation of the renin-angiotensin-aldosterone system as the main pathophysiological mechanisms underlying tissue damage, extracellular matrix accumulation, and renal function deficit. Unfortunately, although the benefits of exercise training on cardiovascular diseases are well established, their impact on the pathophysiological mechanisms involved in the development and progression of diabetic kidney disease is not well understood. In addition, standardization of experimental models and physical rehabilitation programs in diabetic kidney disease are scarce. In this article, we present a brief review of the pathogenesis and pathophysiological mechanisms of diabetic kidney disease,and bring to light the latest findings in the literature on the impact of exercise training on diabetic kidney disease progression. Impact statement Diabetic kidney disease (DKD) is associated with increased mortality in diabetic patients and has a negative impact on public health. The identification of potential therapies that help the management of DKD can contribute to the improvement of health and quality of life of patients. Thus, this paper is timely and relevant because, in addition to presenting a concise review of the pathogenesis and major pathophysiological mechanisms of DKD, it addresses the most recent findings on the impact of exercise training on this disease. Thus, since non-pharmacological interventions have gained increasing attention in the fight against chronic diseases, this paper appears as an important tool to increase knowledge and stimulate innovative research on the impact of exercise on kidney disease.