The glucagon-like peptide-1 receptor (GLP-1R) is a class B G protein-coupled receptor (GPCR) which plays important physiological roles in insulin release and promoting fullness. GLP-1R agonists initiate cellular responses by cyclic AMP (cAMP) pathway signal transduction. Understanding of the potential of GLP-1R agonists in the treatment of type 2 diabetes may be advanced by considering the cAMP dynamics for agonists at GLP-1R in both pancreatic β-cells (important in insulin release) and neurons (important in appetite regulation). Receptor desensitisation in the cAMP pathway is known to be an important regulatory mechanism, with different ligands differentially promoting G protein activation and desensitisation. Here, we use mathematical modelling to quantify and understand experimentally obtained cAMP timecourses for two GLP-1R agonists, exendin-F1 (ExF1) and exendin-D3 (ExD3), which give markedly different signals in β-cells and neurons. We formulate an ordinary differential equation (ODE) model for the dynamics of cAMP signalling in response to G protein-coupled receptor (GPCR) ligands, encompassing ligand binding, receptor activation, G protein activation, desensitisation and second messenger generation. We validate our model initially by fitting to timecourse data for HEK293 cells, then proceed to parameterise the model for β-cells and neurons. Through numerical simulation and sensitivity studies, our analysis adds support to the hypothesis that ExF1 offers more potential glucose regulation benefit than ExD3 over long timescales via signalling in pancreatic β-cells, but that there is little difference between the two ligands in the potential appetite suppression effects offered via long-time signalling in neurons on the same timescales.