In our westernised society, the level of physical activity is low. Interventions that increase energy expenditure are generally associated with an improvement in metabolic health. Exercise and exercise training increase energy metabolism and are considered to be among the best strategies for prevention of type 2 diabetes mellitus. More recently, cold exposure has been suggested to have a therapeutic value in type 2 diabetes. At a cellular level, there is evidence that increasing the turnover of cellular substrates such as fatty acids is associated with preventive effects against lipid-induced insulin resistance. Cellular energy sensors may underlie the effects linking energy turnover with metabolic health effects. Here we review data supporting the hypothesis that increasing energy and substrate turnover has beneficial effects on insulin sensitivity and should be considered a target for the prevention and treatment of type 2 diabetes.