This systematic review analyzes current data on effects of exercise interventions and physical activity behavior on objective and subjective cancer related cognitive impairments (CRCI). Out of the 19 studies which met all inclusion criteria, five RCTs investigated rodents, whereas the other 14 trials explored humans and these included six RCTs, one controlled trial, two prospective noncontrolled trials, one case series, one observational study, and three cross-sectional studies. The results from animal models revealed positive effects of exercise during and after chemotherapy or radiation on structural alterations of the central nervous system, physiological as well as neuropsychological outcomes. The overall study quality in patient studies was poor. The current data on intervention studies showed preliminary positive effects of Asian-influenced movement programs (e.g., Yoga) with benefits on self-perceived cognitive functions as well as a reduction of chronic inflammation for breast cancer patients in the aftercare. Exercise potentially contributes to the prevention and rehabilitation of CRCI. Additional RCTs with standardized neuropsychological assessments and controlling for potential confounders are needed to confirm and expand preliminary findings.