Due to key role of inflammation in pathogenesis of type 2 diabetes mellitus (T2DM), aim of this study was evaluating the influance of regular swimming on serum levels of C-reactive protein (CRP), interlukin-6 (IL-6), tumor necrosis factor-α (TNF-α) in high-fat diet-induced diabetic rats. Fourty male Wistar rats were randomly divided into control, diabetic, exercise and diabetic-exercise groups (n = 10). Diabetes was induced by high-fat diet and streptozotocin (35 mg/kg, i.p.). In exercise groups, after induction of diabetes, animals were subjected to swimming (60 min/5 days a week) for 10 weeks. At the end of training, rats were anestatized and blood samples and pancreatic tissues were collected and used for evaluation of CRP, IL-6, TNF-α and pancreatic histopatholology. Our results showed significantly increase in lymphocytes, monocytes and decrease in neutrophils in diabetic rats (p < 0.01), which these parameters significantly reversed to control levels by induction of swimming (p < 0.01). In diabetic group, the levels of CRP, IL-6 and TNF-α increased (p < 0.01), and swimming decreased these factors significantly. Histopathological results of this study also showed that swimming can prevent damage induced by diabetes. The present study indicates that swim training is associated with improved inflammation and inflammatory mediators and pancreatic damage.