To determine the impact of exercise on functional capacity, measured through the “Six minutes walking test” (6MWT) in patients with advanced cancer stage. Systematic research on PubMed, Cochrane Library, and SportDiscus was conducted. Randomized controlled trials were eligible if they examined the effect of exercise on 6MWT. Overall, a total of ten trials were included in the primary analysis. Compared to the controls, the exercise intervention was associated with an increase in functional capacity (+20.86 m; CI: −5.90 to 47.72, p = 0.12) although not reaching the statistical significance. Sensitivity analysis revealed an improvement for studies proposing a supervised exercise intervention towards the statistical significance. Few adverse events were associated with exercise training, and the median withdrawals rate was 17%. Exercise may have a beneficial role on functional capacity in patients with advanced cancer, especially if supervised. Display omitted