We propose a method to identify diurnal changes in insulin action in patients suffering from type 1 diabetes mellitus (T1DM) based on data recorded by continuous glucose monitoring systems (CGMS). In order to do so the data is fitted using a continuous time transfer function including time dependent terms. The identified values for the insulin needs per gram of carbohydrate were compared with the patient-specific carbohydrate-to-insulin-ratios used for the calculation of the bolus insulin needs. A good agreement between the identified parameters and values determined by diabetologists were found. Furthermore, the diurnal variations in insulin action (as inferred from the changes in the patient-specific carbohydrate-to-insulin-ratios) could be reproduced. The identified models, including the diurnal changes in insulin action and the information on the intra-patient variability, have the potential to be used in future studies for managing the blood glucose level of patients, e.g. in a smart bolus calculator.