We recently reported that physical exercise prevents the progression of type 2 diabetes mellitus in Psammomys obesus, an animal model of nutritionally induced type 2 diabetes mellitus. In the present study we characterized the effect of physical exercise on protein kinase C δ (PKCδ) activity, as a mediator of the insulin-signaling cascade in vivo. Three groups of Psammomys obesus were exposed to a 4-week protocol: high-energy diet (HE/C), high-energy diet and exercise (HE/EX), or low-energy diet (LE/C). None of the animals in the HE/EX group became diabetic, whereas all the animals in the HE/C group became diabetic. After overnight fast, intraperitoneal (IP) insulin (1U) caused a greater reduction in blood glucose levels in the HE/EX and LE/C groups compared to the HE/C group. Tyrosine phosphorylation of insulin receptor (IR), insulin receptor substrate-1 (IRS-1), and phosphatidylinositol 3 kinase (PIS kinase) was significantly higher in the HE/EX and LE/C groups compared with the HE/C group. Finally, IR-associated PKCδ was higher in the HE/EX and LE/C groups compared to the HE/C group. Coprecipitation of PKCδ with IR was higher in the HE/EX and LE/C groups compared to the HE/C group. Thus, we suggest that 4 weeks of physical exercise results in improved insulin-signaling response in Psammomys obesus accompanied by a direct connection between PKCδ and IR. We conclude that this mechanism may be involved in the preventive effect of exercise on type 2 diabetes mellitus in Psammomys obesus.