To critically analyze the literature surrounding the efficacy of exercise interventions in patients with advanced cancer. A literature search was undertaken of health and medical electronic databases (PubMED, Medline, CINAHL, Embase, PEDRO, Web of Science, Scopus) until March 1, 2017. Studies were included if they were published in the English language and met the following criteria: structured exercise as the primary intervention, ≥80% study participants diagnosed with advanced cancer that is unlikely to be cured; reported outcomes concerning physical function, quality of life, fatigue, body composition, psychosocial function, sleep quality pain, and/or survival. After title and abstract screening, 68 articles were eligible for full-text review, with a total of 25 studies (n=1188; 16 controlled trials, 9 noncontrolled trials) included in the quantitative synthesis. Two reviewers assessed methodological quality using the Cochrane Risk of Bias Tool for controlled trials and a modified Newcastle-Ottawa Scale for noncontrolled trials. Aerobic exercise was used in 6 studies, resistance training in 3 studies, and combination training (aerobic and resistance) in 15 studies. Significant between- and within-group improvements were reported with exercise in ≥50% of studies assessing physical function (83%), quality of life (55%), fatigue (50%), body composition (56%), psychosocial function (56%), and sleep quality (100%). Improvement within or between groups in pain after exercise was only observed in 2 studies (25%), whereas survival was unaffected in any study. Most studies reported significant between- and/or within-group improvements in physical function, quality of life, fatigue, body composition, psychosocial function, and sleep quality in patients with advanced cancer, although the effects on pain and survival rates are unclear. Exercise appears to be an effective adjunct therapy in the advanced cancer context, although targeted studies are required to determine the optimal exercise dose to enhance outcomes for specific cancer diagnoses.