Background: Diabetic peripheral neuropathy (DPN) is the most frequent chronic complication and is that which generates the highest disability and mortality in diabetes mellitus (DM). As it is currently the only microvascular complication of DM without a specific treatment, prevention is essential. The aim of this study was to determine the most effective preventive strategy to avoid or delay the appearance and/or development of DPN in patients with DM. Methods: A systematic search was carried out in the main health science databases (PubMed, Scopus, CINAHL, PEDro and The Cochrane Library) from 1 January 2010 to 31 August 2020. The study selection was conducted by two independent reviewers and data extraction was performed by the author. The eligibility criteria included randomized clinical trials (RCTs) and cohort studies from RCTs. Results: Eleven studies were selected that included 23,595 participants with DM. The interventions evaluated were intensive or standard glycemic control, the use of drugs to achieve glycemic control, and the promotion of a healthy lifestyle and exercise. Intensive glucose control achieved a significant reduction in the development of DPN in TIDM patients, and lifestyle modifications and exercise achieved it moderately in TIIDM patients. Conclusions: The main preventive strategy for DPN is intensive glycemic control with a target HbA1c < 6% in patients with TIDM and standard control of 7.0–7.9 in patients with TIIDM, incorporating lifestyle modifications.