The ability of exercise to improve hyperglycemia by enhancing glucose metabolism in the skeletal muscle of type 2 diabetic patients is well established. We reported sex steroid hormones can be locally synthesized in skeletal muscle and decrease fasting blood glucose levels in obese rats. Here, we determined whether exercise-induced production of sex steroid hormones in skeletal muscle could directly reverse hyperglycemia in the Zucker diabetic fatty rat model using osmotic mini pump.Thirty Zucker diabetic fatty rats were randomly assigned to the following groups: control, exercise, or exercise with continuous infusion of 5α-reductase inhibitor.The results indicated 6 weeks of exercise significantly reduced serum insulin and fasting glucose levels compared to control group. Dehydroepiandrosterone, 5α-dehydrotestosterone, and 5α-reductase levels were all significantly higher in skeletal muscle of the exercise group. Moreover, exercise increased glucose transporter-4 translocation with a concomitant upregulation of phosphorylated phosphoinositide 3-kinase, protein kinase B and C-ζ/λ. Furthermore, significant correlations were observed between fasting glucose and muscular DHT levels. Interestingly, the observed exercise-induced improvements in serum insulin and fasting glucose levels were all suppressed by administration of 5α-reductase inhibitor.These results indicated the exercise-induced improvements in glucose metabolism signaling and glucose levels may be directly attributed to the increased levels of sex steroid hormones within skeletal muscles.