Diabetes mellitus (DM) is a metabolic disease characterized by chronic hyperglycemia associated with impaired carbohydrate, lipid, and protein metabolism, with concomitant absence of insulin secretion or reduced sensitivity to its metabolic effects. Patients with diabetes mellitus have a 30% more risk of developing heart failure and cardiovascular disease compared to healthy people. Heart and cardiovascular problems are the first cause of death worldwide and the main complications which lead to high healthcare costs. Such complications can be delayed or avoided by taking prescribed medications in conjunction with a healthy lifestyle (i.e., diet and physical activity). The American College of Sports Medicine and the American Diabetes Association recommend that diabetic people reduce total sedentary time by incorporating physical activity into their weekly routine. This narrative literature review aims to summarize and present the main guidelines, pre-exercise cardiovascular screening recommendations, and considerations for patients with diabetes and comorbidities who are planning to participate in physical activity programs.