Changes in eating habits and sedentary lifestyle are main contributors to type 2 diabetes (T2D) development, and studies suggest that epigenetic modifications are involved with the growing incidence of this disease. Regular exercise modulates many intracellular pathways improving insulin resistance and glucose uptake in skeletal muscle, both early abnormalities of T2D. Mitochondria dysfunction and decreased expression of glucose transporter (GLUT4) were identified as main factors of insulin resistance. Moreover, it has been suggested that skeletal muscle of T2D subjects have a different pattern of epigenetic marks on the promoter of GLUT4 and PGC1, main regulator of mitochondrial function, compared with nondiabetic individuals. Recent studies have proposed that regular exercise could improve glucose uptake by the attenuation of such epigenetic modification induced at GLUT4, PGC1 and its downstream regulators; however, the exact mechanism is still to be understood. Herein we review the known epigenetic modifications on GLUT4 and mitochondrial proteins that lead to impairment of skeletal muscle glucose uptake and T2D development, and the effect of physical exercise at these modifications.