Physical activity, together with diet and pharmacological therapy, represents one of the three cornerstones in type 2 diabetes mellitus treatment and care. The therapeutic appeal of regular physical activity stems from: (i) its non-pharmacological nature; (ii) its beneficial effects on the metabolic risk factors associated with diabetes complications; (iii) its low costs. Evidence accumulated in the last years suggests that aerobic training—endurance training—constitutes a safe modality of intervention, achievable, and effective in diabetes treatment, whenever it is not limited by comorbidities. Aerobic training exerts insulin-mimetic effects and has been shown to lower mortality risk too. Anaerobic, intense physical activity, such as that of strength or power sports disciplines, is not univocally recognized as safe and simple to realize, however, it is important in stimulating energy and glucose metabolism. According to recent evidence, high-intensity training may be prescribed even in the face of cardiovascular diseases, peripheral vascular disease, or osteoarthritis. Some studies have shown resistance training to be more efficient than aerobic exercise in improving glycemic control. This review explores the most up-to-date indications emerging from literature in support of the beneficial effects of strength stimulation and resistance training in patients with type 2 diabetes without complications.