Single nucleotide polymorphisms (SNPs) in two genes regulating insulin secretion, SLC2A2 (encoding GLUT2) and ABCC8 (encoding SUR1), were associated with the conversion from impaired glucose tolerance (IGT) to type 2 diabetes (T2D) in the Finnish Diabetes Prevention Study (DPS). We determined whether physical activity (PA), assessed annually with a questionnaire, modified the association of SNPs in SLC2A2 and ABCC8 with the conversion to T2D in the combined intervention and control groups of the DPS. Finnish overweight subjects with IGT (N = 479) were followed for an average of 4.1 yr. The interaction of the SNPs with the change in PA on the conversion to T2D was assessed using Cox regression with adjustments for the other components of the intervention (dietary changes, weight reduction). The carriers of the common homozygous genotype of rs5393, rs5394, or rs5404 of SLC2A2 and rs3758947 of ABCC8 who were in the lower third of the change in moderate-to-vigorous PA during the follow-up had a 2.6- to 3.7-fold increased risk of developing T2D compared with the upper third, whereas the rare allele carriers seemed to be unresponsive to changes in moderate-to-vigorous PA (for the interaction of genotype with change in PA, P = 0.022–0.027 for the SNPs in SLC2A2, and P = 0.007 for rs3758947). We conclude that moderate-to-vigorous PA may modify the risk of developing T2D associated with genes regulating insulin secretion (SLC2A2, ABCC8) in persons with IGT.