Exercise has long been considered an important method to improve and prevent diabetes. It has been shown in multiple studies to improve blood sugars and it improves insulin sensitivity. The method of this improvement includes exercise inducing proliferation of glucose-transport molecules that then move to the cell membrane. In a recent study, however, vitamin supplements with vitamin C and vitamin E blunted this effect. It was found that with these supplements insulin sensitivity was not improved with exercise. Better than supplements, therefore, would be the diet rich in fruits and vegetables to continue to improve insulin sensitivity with exercise.
For more information: Ristow M et al. Antioxidants prevent health-promoting effects of physical exercise in humans. Proc Natl Acad Sci U S A 2009 May 26; 106:8665. [Free full-text online] [Medline® Abstract]
Dr Gibson also has an additional blog on Diabetes.