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Introduction and objective: Type 3 Diabetes Mellitus (DM3) is a term recently proposed to refer to the relationship between obesity, insulin resistance, type 2 diabetes mellitus and cognitive disorders. The study presents evidences about the DM3 and shows the role of physical exercise as a non-pharmacological treatment for DM3. Materials and Methods: It was performed a review of papers published between 2000 and 2016 from MEDLINE and LILACS databases. All stages of the review process have been conducted in two independent researchers. Results and discussion: It was observed the relationship between neurological and cognitive disorders with cardiometabolic alterations, insulin resistance and obesity related inflammatory process. Physical exercise (PE) showed beneficial effects on several risk factors for DM3. The term DM3 emphasizes the influence of conditions such as obesity, insulin resistance and type 2 diabetes mellitus on the Alzheimer's disease development. Conclusion: The PE has shown to be an important prevention/treatment strategy. Further studies are needed in PE modalities to consolidate the knowledge in the development of guidelines for PE prescription in the context of DM3. [ABSTRACT FROM AUTHOR]