New Findings What is the topic of this review? This review discusses the evidence of the benefits of exercise training for β‐cell health through improvements in function, proliferation and survival which may have implications in the treatment of diabetes. What advances does it highlight? This review highlights how exercise may modulate β‐cell health in the context of diabetes and highlights the need for further exploration of whether β‐cell preserving effects of exercise translates to T1D. Physical exercise is a core therapy for type 1 and type 2 diabetes. Whilst the benefits of exercise for different physiological systems are recognised, the effect of exercise specifically on the pancreatic β‐cell is not well described. Here we review the effects of physical exercise on β‐cell health. We show that exercise improves β‐cell mass and function. The improved function manifests primarily through the increased insulin content of the β‐cell and its increased ability to secrete insulin in response to a glucose stimulus. We review the evidence relating to glucose sensing, insulin signalling, β‐cell proliferation and β‐cell apoptosis in humans and animal models with acute exercise and following exercise training programmes. Some of the mechanisms through which these benefits manifest are discussed.