Animal studies have shown that the peroxime proliferator-activated receptor delta (PPARD) gene regulates glucose metabolism and insulin sensitivity. Genetic variation in the PPARD gene might affect physical endurance and has been associated with obesity. We investigated the independent and modifying effect of variants in the PPARD gene with exercise participation and body mass index (BMI) on type 2 diabetes (T2D), using data from a genome-wide association study (GWAS) of middle-aged women living in Shanghai, China, with 1019 T2D cases and 1709 controls. The genotyping was performed using the Affymetrix Genome-Wide Human SNP Array 6.0 platform. Imputation was used to determine missing genotypes. Participation in exercise was assessed by a questionnaire. Anthropometric variables were measured by trained interviewers. The association between polymorphisms and T2D was assessed by logistic regression analyses. The combined effects of polymorphisms in the PPARD gene with exercise participation and BMI on T2D risk was assessed by conducting stratified analysis with exercise participation and BMI categories. No significant associations between PPARD and T2D were found in either genotyped or imputed SNPs and no effect modification between exercise participation and PPARD genetic variation was found, suggesting that PPARD is not a risk factor for T2D in this population.