The lockdown measures due to the COVID-19 pandemic had induced a negative impact on the physical, mental and social health of people with chronic diseases, and more specifically Type 2 Diabetes. The study’s aim was to evaluate the impact of an incentive Physical Activity (PA) program during the COVID-19 lockdown period on the mental health of people with Type 2 Diabetes. Via an association of patients, people with Type 2 Diabetes were contacted by e-mail to receive virtual PA sessions (from 30 to 60 minutes), 3 times a week for 7 weeks. Their mental health status was assessed using the Hospital Anxiety and Depression Scale and their PA level was assessed using International Physical Activity Questionnaire’s score. Nine people with Type 2 Diabetes (64.2 ± 11.5 years) completed the study. The participants’ mental health status was maintained after the incentive intervention or even improved for some of them, with changes in the anxiety/depression profile for 3 patients. The PA score was also maintained at the end of the program (p = 0.153). In conclusion, this first exploratory work on the effects of an incentive virtual PA program on the mental health of diabetic people highlighted that this type of e-health approach could be relevant to use for, at least, maintaining the state of anxiety/depression of diabetic people during a lockdown period.