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Exercise counteracts insulin resistance and improves glucose homeostasis in many ways. Apart from increasing muscle glucose uptake quickly, exercise also clearly increases muscle insulin sensitivity in the post-exercise period. This review will focus on the mechanisms responsible for this increased insulin sensitivity. It is believed that increased sarcolemmal content of the glucose transporter GLUT4 can explain the phenomenon to some extent. Surprisingly no improvement in the proximal insulin signalling pathway is observed at the level of the insulin receptor, IRS1, PI3K or Akt. Recently more distal signalling component in the insulin signalling pathway such as aPKC, Rac1, TBC1D4 and TBC1D1 have been described. These are all affected by both insulin and exercise which means that they are likely converging points in promoting GLUT4 translocation and therefore possible candidates for regulating insulin sensitivity after exercise. Whereas TBC1D1 does not appear to regulate insulin sensitivity after exercise, correlative evidence in contrast suggests TBC1D4 to be a relevant candidate. Little is known about aPKC and Rac1 in relation to insulin sensitivity after exercise. Besides mechanisms involved in signalling to GLUT4 translocation, factors influencing the trans-sarcolemmal glucose concentration gradient might also be important. With regard to the interstitial glucose concentration microvascular perfusion is particular relevant as correlative evidence supports a connection between insulin sensitivity and microvascular perfusion. Thus, there are new candidates at several levels which collectively might explain the phenomenon.