Objective: This study aims to explore the independent and combined associations of physical activity (PA) in different domains and inflammatory diet with type 2 diabetes mellitus (T2DM). Methods: Data from 8736 American adults from the NHANES 2007–2016 were used. PA in different domains was assessed using the self-reported Global Physical Activity Questionnaire, and dietary inflammatory index was estimated based on 24 h dietary recalls. T2DM diagnosis was determined by a combination of self-report and laboratory data. A multivariate modified Poisson regression model was used to explore the independent and combined associations of moderate-vigorous intensity physical activity (MVPA) and inflammatory diet with T2DM. Results: PA in the Work MVPA, Recreational MVPA and Total MVPA domains was independently associated with reduced risk of T2DM, and an inflammatory diet was independently associated with elevated risk of T2DM. In the combined analysis, the combination of active and anti-inflammatory within the Work MVPA, Recreational MVPA and Total MVPA fields was associated with the greatest reduced risk of T2DM, and always associated with decreased risk of T2DM in the active group. Conclusions: Our study emphasizes that the combination of active PA and anti-inflammatory diet is closely associated with the reduced risk of T2DM, and suggests the combination of both for the prevention and treatment of T2DM.