The relationship between physical activity, glycaemic control, and skinfold thickness was studied in children with diabetes. Patients recorded details of activity in a home diary over a 6-day period, and provided eight serial capillary dried blood spots for glucose analysis during a 24-h period. Levels of activity were assessed using a semi-quantitative scoring scheme. No correlation was found between total activity score and glycaemic control. However, the activity score before 9 am showed significant correlation with mean blood glucose (p = 0.005) and fructosamine (p = 0.04). The time of rising in the morning showed significant correlation with blood glucose after lunch (p = 0.004) and with fructosamine (p = 0.04). A significant correlation was found between early morning activity and subscapular skinfold thickness. The association between activity and glycaemic control warrants further investigation, as it suggests that patients who engage in energetic activity early in the morning may achieve lower blood glucose and fructosamine levels than their less active peers.