Novel cardiovascular risk markers, such as ambulatory blood pressure (BP) and aortic stiffness, have been proposed. The aim of this study was to investigate the relationship between physical fitness and some of these risk markers in 575 type 2 diabetic patients. In a cross-sectional design, clinical, laboratory, echocardiographic, aortic pulse wave velocity and 24-h ambulatory BP monitoring data were obtained. Fitness was self-reported using a standard questionnaire of daily activities, and then assessed as belonging to one of the three categories: low (<4 metabolic equivalents (METs)), moderate (≥ 4 to <7 METs) and high fitness (≤ 7 METs). In a random sub-sample of 265 patients, self-reported fitness was confirmed by a standard treadmill test. Statistical analysis was carried out, using tests including bivariate tests among the three categories and multivariate logistic regression. Agreement between self-reported and measured fitness was substantial (weighted κ: 0.63). High fitness patients were younger, frequently male, had a decreased prevalence of degenerative complications, lower office and ambulatory BP levels, particularly during the night and had an increased prevalence of the normal nocturnal dipping pattern. High fitness patients also had lower hemoglobin A1c and C-reactive protein levels, a decreased prevalence of left ventricular hypertrophy and increased aortic stiffness. On multiple logistic regression, after adjustments for several confounders, high fitness was independently associated with a higher likelihood of having low C-reactive protein (odds ratio (OR): 2.3, 95% confidence interval (CI): 1.3-3.9), controlled nighttime BP (OR: 2.3, 95% CI: 1.4-3.8), normal dipping pattern (OR: 2.1, 95% CI: 1.2-3.5) and low aortic stiffness (OR: 2.5, 95% CI: 1.3-4.8). Patients with moderate fitness had intermediate OR. In conclusion, a moderate to high level of physical fitness was independently associated with several favorable intermediate cardiovascular risk markers, which may contribute to decreasing the burden of morbi-mortality in patients with type 2 diabetes.