Diabetes, via chronic metabolic and inflammatory dysregulation, may impair immune function and contribute to cognitive decline, particularly in executive functions. In this study, we examined changes in the cytokines IL-10 and TNF, as well as their balance, alongside executive function, physical performance, and diabetes-related indices following a combined, dual-task, home-based exercise training program. A total of 85 inactive women aged 50-75 years with type 2 diabetes were randomly assigned to either an exercise training group or a control group. During the pre- and post-test phases, assessments were conducted in both groups to measure executive function, physical performance, levels of IL-10 and TNF, their ratio, and diabetes-related indices. The dual-tasked home-based exercise program improved physical performance and body composition (P < 0.05). Executive function significantly improved in the exercise group (Effect size (ES) = 0.44, P < 0.05), accompanied by reductions in IL-10 (ES = 1.11, P < 0.05) and TNF levels (ES = 0.76, P < 0.05). However, no significant changes were observed in the balance of these two cytokines or diabetes-related indices (P > 0.05), except for HDL levels (ES = 0.87, P < 0.05). Based on the results of the present study, engaging in multi-task home-based exercise training can enhance executive function and reduce inflammatory cytokines in women with type 2 diabetes. However, this training did not significantly affect the balance between IL-10 and TNF, which may be due to the moderate intensity of the exercises. Further long-term studies that take into account additional factors-such as nutrition, medication use, and cognitive status-are warranted to gain a clearer understanding of the cytokine-modulating effects of dual-task exercise training in individuals with type 2 diabetes.