Physical activity improves well-being and reduces the risk of heart disease, cancer and type 2 diabetes mellitus in the general population. In individuals with established type 2 diabetes, physical activity improves glucose and lipid levels, reduces weight and improves insulin resistance. In type 1 diabetes mellitus, however, the benefits of physical activity are less clear. There is poor evidence for a beneficial effect of physical activity on glycaemic control and microvascular complications, and significant risk of harm through hypoglycaemia. Here we review the literature relating to physical activity and health in type 1 diabetes. We examine its effect on a number of outcomes, including glycaemic control, lipids, blood pressure, diabetic complications, well-being and overall mortality. We conclude that whilst there is sufficient evidence to recommend physical activity in the management of type 1 diabetes, it is still unclear as to what form, duration and intensity should be recommended and whether there is benefit for many of the outcomes examined.