Cardiac autonomic neuropathy (CAN) is a common complication of type 2 diabetes mellitus (T2DM). It has been found to independently predict all cause and cardiovascular disease (CVD) mortality. It remains unclear whether exercise training could improve autonomic control in T2DM patients. The purpose of this study was to systematically review the effects of exercise training on cardiac autonomic function in T2DM patients. Electronic databases (MEDLINE, CENTRAL, PEDro, Scopus and Web of science) were systematically searched to retrieve relevant evidence. Clinical trials administering exercise training for at least 4 weeks and examining either heart rate variability (HRV), baroreflex sensitivity (BRS), heart rate recovery (HRR) as outcome measures were eligible. Eighteen articles were found to be relevant and were then assessed for characteristics and quality. Fifteen studies out of 18 found that exercise training leads to positive improvements in autonomic function of T2DM patients. Exercise participation enhances cardiac autonomic function of type 2 diabetics and therefore should be implemented in their management programs.