Diabetic individuals need to tightly control their blood glucose concentration. Several methods have been developed for this purpose, such as the finger-prick or continuous glucose monitoring systems (CGMs). However, these methods present the disadvantage of being invasive. Moreover, CGMs have limited accuracy, notably to detect hypoglycemia. It is also known that physical exercise, and even daily activity, disrupt glucose dynamics and can generate problems with blood glucose regulation during and after exercise. In order to deal with these challenges, devices for monitoring patients’ physical activity are currently under development. This review focuses on non-invasive sensors using physiological parameters related to physical exercise that were used to improve glucose monitoring in type 1 diabetes (T1DM) patients. These devices are promising for diabetes management. Indeed they permit to estimate glucose concentration either based solely on physical activity parameters or in conjunction with CGM or non-invasive CGM (NI-CGM) systems. In these last cases, the vital signals are used to modulate glucose estimations provided by the CGM and NI-CGM devices. Finally, this review indicates possible limitations of these new biosensors and outlines directions for future technologic developments.