The aim of the study was to investigate the effects of rosiglitazone and/or exercise training on novel cardiovascular risk factors in patients with type 2 diabetes mellitus. One hundred overweight/obese type 2 diabetes mellitus patients, with inadequate glycemic control (hemoglobin A(1c) >7%) despite combined treatment with gliclazide plus metformin, were randomized using a 2 x 2 factorial design to 4 equivalent (n = 25) groups, as follows: (1) CO: maintenance of habitual activities, (2) RSG: add-on therapy with rosiglitazone (8 mg/d), (3) EX: adjunctive exercise training, and (4) RSG + EX: supplementary administration of rosiglitazone (8 mg/d) plus exercise training. No participant had diabetic vascular complications or was receiving lipid-lowering therapy. Anthropometric parameters, cardiorespiratory capacity, glycemic and lipid profile, apolipoprotein (apo) A-I, apo B, interleukin (IL)-10, IL-18, insulin resistance, and blood pressure were measured before and after 12 months of intervention (P < .05). Both RSG and EX groups significantly reduced glycemic indexes, insulin resistance, blood pressure, and IL-18, whereas they significantly increased high-density lipoprotein, cardiorespiratory capacity, and IL-10, compared with CO group (P < .05). Besides this, exercise-treated patients conferred a remarkable down-regulation in the rest of lipid parameters (total cholesterol, low-density lipoprotein cholesterol, triglycerides, apo B) and body fat content (P < .05) in comparison with CO group. On the other hand, RSG group rather than CO group considerably increased apo A-I levels and body mass index (P < .05). Notably, the combined treatment group yielded pronounced beneficial changes in glycemic indexes, lipid profile, insulin resistance, blood pressure, IL-10, IL-18, apo A-I, and apo B (vs CO group, P < .05). Furthermore, the addition of exercise to rosiglitazone treatment counteracted the drug-related negative effects on body weight, low-density lipoprotein, and total cholesterol. Rosiglitazone plus exercise training elicited additive effects on body composition, glycemic control, and traditional and novel cardiovascular risk factors in type 2 diabetes mellitus patients, indicating complementary effects.