Regular physical activity is an important component in the management of both type 1 and type 2 diabetes mellitus (T1DM and T2DM), as it has the potential to improve glycemic control, delay cardiovascular complications, and increase overall well-being. Unfortunately, many children and adolescents with diabetes do not partake in regular exercise and physical activity for multiple reasons. This review identifies the barriers to participation from the aspect of the patient, caregiver, and the healthcare provider.The management of physical activity of children and adolescents with diabetes mellitus is unique and requires an understanding of exercise physiology and how it differs in these children and adolescents from those without the condition. These individuals are at risk for important and potentially life threatening complications including, but not limited to, severe or delayed nocturnal hypoglycemia. It is essential to identify these risks as well as, monitor and manage adjustments to carbohydrate intake and insulin dosing through basal-bolus regimen or insulin pump adjustments appropriately before, during, and after the exercise activity. This review discusses these issues and also outlines differences in management between patients with T1DM and T2DM.