Diabetes, especially type 2 diabetes, is linked with chronic inflammation in the body. Anything you can do to combat inflammation is likely to help you get better blood sugar control. A study on animals who were given aerobic exercise 5 times per week over a 5-week period, suggests that the exercise may offset the effects of diesel exhaust particles on lung inflammation, at least. It appeared to protect against a variety of inflammatory mediators in the body.
This study, by Vierira et al (Med Sci Sports Exerc Jan 13 2012) suggests that even though the diesel exhaust particles can cause the release of inflammatory mediators, the aerobic exercise appeared to cut down the effects of the air pollution on inflammation. Whether or not this generalizes to people or to the mechanisms of type 2 diabetes remains to be seen, but it is known that exercise is helpful for diabetics, not just for its weight loss benefits.
Still, in a review of studies on the benefits of antioxidant supplements on human lung function, a review by Tashakkor et al (BMC Public Health 2011; 11:532) found that 10 of 13 studies showed a benefit of antioxidants in this situation. That means the researchers combined the results of multiple studies, and the majority found that it is good to take antioxidants to protect your cells against the damage that air pollutants can cause in your body. As a diabetic, this could be particularly important to you. Of course, if you are a smoker, you need to stop now. But there are even more air pollutants out there, depending on where you live, commute, and work.
It is likely that both exercise and antioxidant supplements may provide you an edge against the damage that air pollution could cause on your health. Some antioxidants may cut down the severity or delay the onset of diabetic complications. You can find some good antioxidant supplements to go along with your exercise program here.