Objective: Inflammation is involved in the pathogenesis of type 2 diabetes (T2DM) and the occurrence of insulin resistance. The purpose of this study was to investigate the effects of exercise on inflammatory factors in patients with T2DM. Methods: A systematic review was conducted on five databases, Cochrane, Embase, Pubmed, Web of Science, and EBSCO. All randomized controlled trials (RCTs) published between establishment of the database and November 2020 without restrictions on language were included. Studies evaluated the effects of exercise intervention on inflammatory cytokines in patients with T2DM were selected. Results: Twenty-three randomized controlled trials (1350 patients) were included in our meta-analysis. Exercise can significantly reduce the level of C-reactive protein (CRP) (MD: -0.79, 95% CI: -1.26 to -0.33, p = 0.0008), tumor necrosis factor-α (TNF-α) (MD: -2.33, 95% CI: -3.39 to -1.27, p < 0.0001), and interleukin-6 (IL-6) (MD: -0.42, 95% CI: -0.60 to -0.24, p < 0.0001) in T2DM patients. Conclusion: The findings of this review suggest that exercise reduces inflammatory cytokines (CRP, TNF-α, and IL-6) in T2DM patients. More studies with high methodological qualities and large sample sizes need to be done to confirm which forms of exercise are most effective.