Glycemic control is the biggest challenge for athletes with diabetes mellitus (DM) on insulin therapy. Done well, it can keep glycogen metabolism normal and allow performance improvement through adjustment of the insulin doses to the specifics of nutrition and exercising. In DM Type 1 and Type 2 patients, intense physical activity and resistance exercising, as well as interval training, enable optimal physiological adaptation during the training period and prove to be beneficial when the athlete does one-time exercise sets. But for athletes with DM on insulin therapy, keeping blood glucose at the optimal level is not the only important issue. It is also necessary to factor in the potential body temperature regulation disturbances that increase the risk of heat stress during training/competition, learn the effects the drugs used by athletes may have on the glycemic status, control electrolyte balance and dehydration, know how to execute the application for permission to use insulin for therapeutic purposes submitted to the anti-doping organization. The purpose of this review was to draw attention of sports medicine physicians and coaches to the above problems and to the need for wider use of the new DM control technology; help athletes with DM on insulin therapy continuously perform well and ensure their athletic longevity.