Advanced glycation end products (AGEs) may play an important role in the pathogenesis of chronic diabetic complications and in the natural process of biological aging. In fact, maintained hyperglycaemia favours the formation of AGEs at the tissue level in diabetic patients, which may influence the triggering of different chronic pathologies of diabetes such as retinopathy, nephropathy, neuropathy and macro- and micro-vascular diseases. Moreover, the literature has also demonstrated the involvement of AGEs in biological aging, which may explain the accelerated process of aging in diabetic patients. The practice of regular physical activity appears to positively influence glycaemic control, particularly in type 2 diabetes mellitus patients. This occurs through the diminution of fasting glycaemia, with a consequent reduction of glycation of plasmatic components suggested by the normalisation of HbA1c plasmatic levels. This exercise-induced positive effect is evident in the blood of diabetic patients and may also reach the endothelium and connective tissues of different organs, such as the kidneys and eyes, and systems, such as the cardiovascular and nervous systems, with a local reduction of AGEs production and further deceleration of organ dysfunction. The aim of this paper was to review the literature concerning this topic to coherently describe the harmful effects of AGEs in organ dysfunction induced by diabetes in advanced age as well as the mechanisms behind the apparent protection given by the practice of regular physical activity.