Exercise training (ET) and selenium (SEL) were evaluated either individually or in combination (COMBI) for their effects on expression of glucose (AMPK, PGC-1α, GLUT-4) and lactate metabolic proteins (LDH, MCT-1, MCT-4, COX-IV) in heart and skeletal muscles in a rodent model (Goto-Kakisaki, GK) of diabetes. Forty GK rats either remained sedentary (SED), performed ET, received SEL, (5 µmol·kg body wt^-1·day^-1) or underwent both ET and SEL treatment for 6 wk. ET alone, SEL alone, or COMBI resulted in a significant lowering of lactate, glucose, and insulin levels as well as a reduction in HOMA-IR and AUC for glucose relative to SED. Additionally, ET alone, SEL alone, or COMBI increased glycogen content and citrate synthase (CS) activities in liver and muscles. However, their effects on glycogen content and CS activity were tissue-specific. In particular, ET alone, SEL alone, or COMBI induced upregulation of glucose (AMPK, PGC-1α, GLUT-4) and lactate (LDH, MCT-1, MCT-4, COX-IV) metabolic proteins relative to SED. However, their effects on glucose and lactate metabolic proteins also appeared to be tissue-specific. It seemed that glucose and lactate metabolic protein expression was not further enhanced with COMBI compared to that of ET alone or SEL alone. These data suggest that ET alone or SEL alone or COMBI represent a practical strategy for ameliorating aberrant expression of glucose and lactate metabolic proteins in diabetic GK rats.