Over the last 30 years the combination of both a sedentary lifestyle and excessive food availability has led to a significant increase in the prevalence of obesity and aggravation of rates of metabolic syndrome and type 2 diabetes mellitus (T2DM). Several lines of scientific evidence have been demonstrating that a low level of physical activity and decreased daily energy expenditure leads to the accumulation of visceral fat and, consequently, the activation of the oxidative stress/inflammation cascade, which underlies the development of insulin resistant T2DM and evolution of micro, and macrovascular complications. This paper focuses on the pathophysiological pathways associated with the involvement of oxidative stress and inflammation in the development of T2DM and the impact of regular physical exercise (training) as a natural antioxidant and anti-inflammatory strategy to prevent evolution of T2DM and its serious complications.