Here are few tips:
keep blood sugar under control. Normal blood sugar levels are the best possible treatment for diabetic nerve pain.
Exercise releases natural painkillers called endorphins. Regular exercise also promotes blood flow to the nerves in the legs and feet. Start with a daily walk, gradually increasing pace and distance.
Soak legs in warm water which temporarily increases blood flow to the legs and can help ease stress as well.
Applying cream containing Capsaicin made from hot chili peppers will help too though it cause burning sensation initially.
Limit caffeine intake, keep a consistent bedtime that allows for eight to nine hours of sleep.
Rub lavender oil or geranium oil which help relax people and also help to ease nerve pain.
Techniques such as meditation, biofeedback from professional trainer will also help.