The aim of the paper is to assess nitric oxide (NO) production during aerobic training and its role on the progression of diabetic nephropathy in rats. Induction of diabetes mellitus (DM) was achieved in adult male Wistar rats with streptozotocin. Half of the animals underwent training on a treadmill and the others (sedentary) stayed on a turned-off treadmill for the same period according to the following groups: sedentary control (CTL + SE); training control (CTL + EX); sedentary diabetic (DM + SE); and training diabetic (DM + EX) (n = 9 for all groups). The training on treadmill was carried out at a work rate of 16 m/min, 60 min/d, 5 d/week for eight weeks. Before and after the exercises, rats were placed in individual metabolic cages with standard chow and water ad libitum, for 24-h urine collection, followed by three hours' fasting blood sample withdrawal from the retro-orbital plexus, under anesthesia. Diabetic animals showed reduction of body weight, creatinine and urea depurations and NO excretion, increased blood glucose concentrations, albuminuria and thiobarbituric acid reactive substance (TBARS) excretion, when compared with the respective controls. All these alterations induced by DM were attenuated in the DM + EX versus DM + SE group. Analysis of insulin concentrations at the end of the protocol showed no significant change between the DM + SE and DM + EX groups. In conclusion, our data show that a routine physical exercise resulted in a better control of glycemia with an increased NO bioavailability and oxidative stress control, associated with an amelioration of renal function. We suggest aerobic training and the control of oxidative and nitrosative stress as useful non-pharmacological tools to delay the progression of diabetic nephropathy.