The purpose of this review is to provide information about the role of exercise in the prevention of skeletal muscle insulin resistance, that is, the inability of insulin to properly cause glucose uptake into skeletal muscle. Insulin resistance is associated with high levels of stored lipids in skeletal muscle cells. Aerobic exercise training decreases the amounts of these lipid products and increases the lipid oxidative capacity of muscle cells. Thus, aerobic exercise training may prevent insulin resistance by correcting a mismatch between fatty acid uptake and fatty acid oxidation in skeletal muscle. Additionally, a single session of aerobic exercise increases glucose uptake by muscle during exercise, increases the ability of insulin to promote glucose uptake, and increases glycogen accumulation after exercise, all of which are important to blood glucose control. There also is some indication that resistance exercise may be effective in preventing insulin resistance. The information provided is intended to help clinicians understand and explain the roles of exercise in reducing insulin resistance.