There are several modifiable factors that can be targeted to prevent and manage the occurrence and progression of cancer, and maintaining adequate exercise is a crucial one. Regular physical exercise has been shown to be a beneficial strategy in preventing cancer, potentially amplifying the effectiveness of established cancer therapies, alleviating certain cancer-related symptoms, and possibly mitigating side effects resulting from treatment. Nevertheless, the exact mechanisms by which exercise affects tumors, especially its impact on the tumor microenvironment (TME), remain uncertain. This review aims to present an overview of the beneficial effects of exercise in the context of cancer management, followed by a summary of the exercise parameters, especially exercise intensity, that need to be considered when prescribing exercise for cancer patients. Finally, we discuss the influence of exercise on the TME, including its effects on crucial immune cells (e.g., T cells, macrophages, neutrophils, natural killer cells, myeloid-derived suppressor cells, B cells), intratumor angiogenesis, and cancer metabolism. This comprehensive review provides up-to-date scientific evidence on the effects of exercise training on cancer and offers guidance to clinicians for the development of safe and feasible exercise training programs for cancer patients in clinical practice.© 2024. The Author(s), under exclusive licence to Springer Nature Switzerland AG.