Exercise as a key prevention strategy for diabetes and obesity is commonly accepted and recommended throughout the world. Unfortunately, not all individuals profit to the same extent, some exhibit exercise resistance. This phenomenon of non-response to exercise is found for several endpoints, including glucose tolerance and insulin sensitivity. Since these non-responders are of notable quantity, there is the need to understand the underlying mechanisms and to identify predictors of response. This displays the basis to develop personalized training intervention regimes. In this review, we summarize the current knowledge on response variability, with focus on human studies and improvement of glucose homeostasis as outcome.