This study evaluated the effects of aerobic exercise performed both previously and after the induction of diabetes mellitus on changes of renal function and structure in streptozotocin-induced diabetic rats. Female wistar rats were divided into five groups: sedentary control (C + Se); trained control (C + Ex); sedentary diabetic (D + Se); trained diabetic (D + Ex) and previously trained diabetic (D + PEx). The previous exercise consisted of treadmill running for four weeks before the induction of diabetes mellitus. After induction of diabetes mellitus with streptozotocin, the D + PEx, D + Ex and C + Ex groups were submitted to eight weeks of aerobic exercise. At the end of the training protocol, we evaluate the serum glucose, insulin and 17β-estradiol levels, renal function and structure, proteinuria, and fibronectin, collagen IV and transforming growth factor beta 1 (TGF-β1) renal expressions. Induction of diabetes mellitus reduced the insulin and did not alter 17β-estradiol levels, and exercise did not affect any of these parameters. Previous exercise training attenuated the loss of body weight, the blood glucose, the increase of glomerular filtration rate and prevented the proteinuria in the D + PEx group compared to D + Se group. Previous exercise also reduced glomerular hypertrophy, tubular and glomerular injury, as well as the expressions of fibronectin and collagen IV. These expressions were associated with reduced expression of TGF-β1. In conclusion, our study shows that regular aerobic exercise especially performed previously to induction of diabetes mellitus improved metabolic control and has renoprotective action on the diabetic kidney.