Type 2 diabetes mellitus (T2DM) is a global health problem for many reasons including the comorbidities, such as diabetic neuropathy (DPN), which is the most common. It has been suggested that aerobic training can improve metabolic health in individuals with T2DM. Still, the effect of aerobic training on DPN signs and its relationship with serum levels of tumor necrosis tumor alpha (TNF-α), an essential molecule in T2DM development, is unknown. We evaluated the effect of two intensities of aerobic training in adult male C57BL/6 mice divided into six groups: sedentary control (CTRL), control with low-intensity training (CTRL-LI), control with moderate-intensity training (CTRL-MI), T2DM sedentary (T2DM), T2DM with low-intensity training (T2DM-LI), and T2DM with moderate-intensity training (T2DM-MI). We induced the T2DM model by combining a hypercaloric diet and low doses of streptozotocin. We measured serum TNF-α levels and correlated them with peripheral sensitization and the cardinal signs of T2DM in mice. Moderate intensity aerobic training decreased the symptoms of DPN and improved metabolic health in T2DM. Interestingly, decreased TNF-α serum levels correlated with reduced peripheral thermal sensitivity and mechanical sensitivity by aerobic training. Moderate intensity aerobic training counteracts the development and symptoms of DPN and improve metabolic health in T2DM. Decreased TNF-α correlates with reduced peripheral thermal sensitivity and mechanical sensitivity by aerobic training.