Obesity associated with systemic inflammation induces insulin resistance (IR), with consequent chronic hyperglycemia. A series of reactions are involved in this process, including increased release of proinflammatory cytokines, and activation of c-Jun N-terminal kinase (JNK), nuclear factor-kappa B (NF-κB) and toll-like receptor 4 (TLR4) receptors. Among the therapeutic tools available nowadays, physical exercise (PE) has a known hypoglycemic effect explained by complex molecular mechanisms, including an increase in insulin receptor phosphorylation, in AMP-activated protein kinase (AMPK) activity, in the Ca2+/calmodulin-dependent protein kinase kinase (CaMKK) pathway, with subsequent activation of peroxisome proliferator-activated receptor gamma coactivator 1-alpha (PGC-1α), Rac1, TBC1 domain family member 1 and 4 (TBC1D1 and TBC1D4), in addition to a variety of signaling molecules, such as GTPases, Rab and soluble N-ethylmaleimide-sensitive factor attached protein receptor (SNARE) proteins. These pathways promote greater translocation of GLUT4 and consequent glucose uptake by the skeletal muscle. Phosphoinositide-dependent kinase (PDK), atypical protein kinase C (aPKC) and some of its isoforms, such as PKC-iota/lambda also seem to play a fundamental role in the transport of glucose. In this sense, the association between autophagy and exercise has also demonstrated a relevant role in the uptake of muscle glucose. Insulin, in turn, uses a phosphoinositide 3-kinase (PI3K)-dependent mechanism, while exercise signal may be triggered by the release of calcium from the sarcoplasmic reticulum. The objective of this review is to describe the main molecular mechanisms of IR and the relationship between PE and glucose uptake.