Diabetes mellitus (DM) is a major global public health issue, with type 2 diabetes mellitus (T2DM) posing the heaviest burden. China has the highest number of T2DM patients globally, totaling 140.9 million. Patients with T2DM often experience mild cognitive impairment (MCI). Exercise has been shown to improve cognitive function, thereby preventing Alzheimer's disease. This article reviews the research progress on the effects of various exercise therapies in improving cognitive function in patients with T2DM and MCI.