Diabetes is a worldwide disease also affecting the sports field. The two main forms of diabetes, namely type 1 diabetes (T1D) and type 2 diabetes (T2D), differ in both their pathological and pharmacological characteristics and thus require a distinct nutritional treatment. Diet plays an important role in the management of athletes with diabetes and is crucial to achieving their best performance. This review aims to investigate the objectives of nutritional therapy before, during and after training, in order to improve the best composition of macronutrients during meals. In this review, we provide a brief overview of recent studies about nutritional approaches to people with diabetes for performance optimization and for the control of diabetes-related complications. Thereafter, we discuss the differences between macronutrients and dietary intake before, during and after training. It can be concluded that each sport has particular characteristics in terms of endurance and power, hence demanding a specific energy expenditure and consequent nutritional adjustments. Therefore, the management of athletes with diabetes must be personalized and supported by medical professionals, including a diabetologist, physiologist and a nutritionist.