The beneficial effects of exercise, including reduction of cardiovascular risk, are especially important in children with type 1 diabetes (T1DM), in whom incidence of lifetime cardiovascular complications remains elevated despite good glycemic control. Being able to exercise safely is therefore a paramount concern. Dysregulated metabolism in T1DM however, causes frequent occurrence of both hypo- and hyperglycemia, the former typically associated with prolonged, moderate exercise, the latter with higher intensity, if shorter, challenges. While very few absolute contraindications to exercising exist in these children, exercise should not be started with glycemia outside the 80–250 mg/dl range. Within this glycemic range, careful adjustments in insulin administration (reduction or infusion rate via insulin pumps, or overall reduction of dosage of multiple injections) should be combined with carbohydrate ingestion before/during exercise, based on prior, individual experience with specific exercise formats. Unfamiliar exercise should always be tackled with exceeding caution, based on known responses to other exercise formats. Finally, gaining a deep understanding of other complex exercise responses, such as the modulation of inflammatory status, which is a major determinant of the cardio-protective effects of exercise, can help determine which exercise formats and which individual metabolic conditions can lead to maximally beneficial health effects.