The evidence for beneficial effects of exercise training in the prevention and management of insulin resistance is convincing, although the mechanism remains to be fully elucidated. The increase in insulin sensitivity after a bout of exercise appears to be enhanced after training, but disappears within days of inactivity, indicating the need for regular exercise. The dose-response relationship between physical activity and insulin sensitivity deserves further study, although currently available data suggest that increases in insulin sensitivity can be achieved with regular exercise bouts of a wide range of intensities and durations. There is no evidence of a threshold for the amount of exercise that has to be performed. Extreme acute exercise that leads to muscle damage affects insulin sensitivity negatively. Both aerobic and resistance exercise training programs have been shown to be effective in increasing insulin sensitivity, and training programs that combine the two aspects may be most advantageous because they combine different mechanisms of action.