Exercise is an important part of diabetes management and plays a positive role in the prevention and treatment of diabetic kidney disease. Exercise reduced the albuminuria and improved renal outcomes in patients with diabetes, which were independent of blood glucose control. Previous studies have shown that exercise can improve renal function by improving glucose homeostasis and endothelial cell function, reducing oxidative stress and inflammation, regulating renin-angiotensin-aldosterone system, and through the regulation of myokines. Recommended types of exercise include aerobic exercise, resistance exercise, combination exercise and flexibility exercise. Appropriate exercise methods should be selected according to individual circumstances in clinical practice.