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Diabetic dyslipidemia is a prevalent metabolic disorder linked to obesity, diminished functional capacity, elevated cardiovascular risk, and poorer health-related quality of life (HRQoL) in people diagnosed with diabetes mellitus. Non-pharmacological approaches, particularly exercise-based rehabilitation and nutritional management, have gained increasing importance in improving metabolic and physical health outcomes in this population. This systematic review examined the effects of integrated exercise training programs and nutritional therapies on obesity measures, functional capacity, lipid profile, and quality of life in patients with diabetic dyslipidemia. An all-inclusive literature analysis was undertaken incorporating PubMed, Google Scholar, Scopus, ScienceDirect, and Web of Science with the aim to identify articles published between 2002 and 2025. The review focused primarily on randomized controlled trials, clinical trials, observational studies, cross-sectional studies, and meta-analyses of exercise, rehabilitation, and nutritional interventions. The evaluation of bias risk was conducted using the Revised Cochrane Risk of Bias Tool for Randomized Trials (RoB 2) and Appraisal Tool for Cross-Sectional Studies (AXIS), as per the study design. In total, 12 studies fulfilled the requirements for inclusion. The results showed that integrated exercise interventions, such as aerobic training, resistance exercises, combined exercise programs, and home-based rehabilitation, produced significant improvements in lipid levels, body composition, aerobic fitness, functional performance, obesity-related parameters, and HRQoL. Dietary interventions, including calorie-restricted diets and lifestyle modification strategies, also contributed positively to glycemic regulation, lipid metabolism, and reduction of cardiovascular risk factors. Most research in this review showed moderate-to-high methodological quality and generally a low risk of bias. This review concludes that combined exercise training and nutritional intervention programs are safe and advantageous for ameliorating obesity indices, functional capacity, lipid profile, and general well-being within people who have diabetic dyslipidemia. Therefore, multidisciplinary rehabilitation techniques may be essential for the long-term control and avoidance of problems associated with diabetic dyslipidemia.