BACKGROUND: Physical activity and micronutrient intake, including supplementation, have individually and synergistically shown potential benefits against diabetic nephropathy (DN), yet causality remains uncertain. METHODS: This study conducted a Mendelian randomization (MR) study using summary-level data from large-scale genome-wide association studies (GWAS) involving 15 micronutrients grouped into four categories. Moderate-to-vigorous physical activity (MVPA) represented physical activity, whereas leisure screen time (LST) served as an indicator of sedentary behavior. Data for type 1 diabetes mellitus (T1DM) and type 2 diabetes mellitus (T2DM) with DN were sourced from the FinnGen consortium. Univariable MR analyses identified causal relationships, linkage disequilibrium score (LDSC) regression evaluated genetic correlations, and multivariable MR adjusted for 18 confounders. Mediation MR analyses explored potential mediating pathways. The primary analytical methods included inverse variance weighted (IVW) and Wald ratio estimation. Statistical rigor included variant pruning, Steiger tests for directional validity, and RadialMR to mitigate pleiotropy. RESULTS: After false discovery rate correction, genetically predicted MVPA significantly reduced T1DM-associated DN risk [odds ratio (OR) = 0.294, 95% CI: 0.120-0.724, P = 0.036], independently of renal function markers. Mediation analysis indicated body mass index mediated part of this protective effect (mediation effect: 9.42%). LDSC analysis revealed a significant negative genetic correlation between MVPA and DN risk (genetic correlation = -0.143). Suggestive associations were found between carotene and zinc levels and increased T1DM-related DN risk (OR > 1). For T2DM-related DN, higher vitamin E (γ-tocopherol) levels significantly decreased DN risk (OR = 0.261, 95% CI: 0.111-0.616, P = 0.039), with suggestive protective evidence also observed for α-tocopherol (OR = 0.214, 95% CI: 0.058-0.793). CONCLUSION: This MR analysis confirms physical activity reduces DN risk in T1DM patients, partially through BMI-mediated mechanisms, and highlights vitamin E's protective potential in managing T2DM-related DN. These findings underline the clinical relevance of lifestyle modifications and dietary supplementation in DN prevention strategies.