The importance of physical activity during and after cancer treatments is now being appreciated, as emerging evidence suggests that it improves several common side-effects of cancer treatments, as well as correlating with improving overall survival and reduced the probability of relapse. The biological mechanisms through which these benefits are achieved may include effects on cell growth regulatory pathways, levels of hormones, gene expression patterns and tumour immunity. Here we review the evidence for the benefits of exercise during and after cancer, discuss the possible underlying biological mechanisms, and suggest ways in which this knowledge may be used to improve mainstream care of cancer patients.