 It's one of those things. It is what it is. The medical journal Obesity just this week, folks trying to control their blood sugar levels, they might do best to work out in the evening. Exercise performed between 6 p.m. and midnight appears to be better at controlling levels all day long. So if you're exercising, an important reason is to keep your blood sugar down. Try to do it between 6 p.m. and midnight, according to this article.