With the increase in the number of patients who survive cancer, there is a growing need to attend to the physical and emotional effects of cancer and oncological treatment. Reduced physical performance, fatigue, nausea, weight gain, psychological distress, changes in body image, dependency, and reduced quality of life are some of the short- and long-term sequelae of cancer. We describe data from the literature about firstly the effects of aerobic exercise as an additive treatment for cancer patients, and about the feasibility of aerobic exercise secondly during oncological treatment, and thirdly in patients suffering from terminal cancer. The data from the literature support that exercise as an additive treatment may help to attenuate the physical limitations caused by cancer and oncological treatment and there by contribute to rehabilitation and quality of life of cancer patients. Feasibility of aerobic exercise has been demonstrated also for patients suffering from advanced cancer. Aerobic exercise has been shown to provide benefits to cancer patients. It enables these patients to recover their physical function and to return to an active lifestyle. Aerobic exercise seems to be an effective possibility to reduce sequelae of cancer and to increase quality of life.