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Background: Type 2 diabetic patients (T2DM) experience health problems including psychiatric and psychological complications that influence their general health. Since exercise has an additional effect on psychological improvement, we aimed to establish the role of exercise as improvement of psychological problems. Methods: 80 subjects with T2DM were assigned to take exercise for 90 minutes per session, 3 times a week for a period of 4 months. They answered the GHQ-12 questionnaire before and after the study project. Results: Questionnaires were scored by Likert model and entered the statistical analysis. Our findings demonstrate a significant decrease in the mean GHQ-12 scores. [13.39 ± 5.89 to 8.52 ± 5.12 (p < 0.001)]. Factor analysis by Graetz's three-factor model suggests that factor I (anxiety and depression) associates with more improvement than the other factors.Conclusion: Exercise improves psychological distress in T2DM and results in improved well-being.