The purpose of this study was to compare fasting and post-prandial glucose concentrations measured in venous blood with continuous glucose monitoring (CGM)-derived values, with and without prior exercise, in insulin-resistant, normoglycemic women. Interstitial and venous glucose concentrations were assessed in ten sedentary, overweight/obese African-American women following a sedentary condition (75 min of rest) and following an exercise condition (75 min of brisk walking on a treadmill). Ninety minutes after rest or exercise, participants completed an oral glucose tolerance test (OGTT). In response to the OGTT, CGM-derived glucose area under the curves (AUC) were lower than venous values in the exercise condition (-25%, p = 0.03) but this difference was attenuated in the sedentary condition (-10%, p = 0.09). Additionally, CGM-derived absolute glucose values (mMol) were significantly lower compared to venous values during the sedentary (p = 0.007) and exercise conditions (p = 0.006). Overall, there was a moderately strong relationship between venous and CGM-derived glucose AUC (r (2) = 0.68) but the CGM-derived values were consistently lower in this study group. Although CGM provided more information regarding post-prandial glucose responses, these results suggest that CGM may not closely match venous glucose measurements in normoglycemic participants.