Introduction: Cancer is increasingly being viewed as a chronic illness requiring long-term management, and there is a growing need for evidence-based rehabilitation interventions for cancer survivors. Previous reviews have evaluated the benefits of exercise interventions for patients undergoing cancer treatment and long-term survivors, but none have investigated the role of exercise during cancer rehabilitation, the period immediately following cancer treatment completion. This systematic review summarises the literature on the health effects of exercise during cancer rehabilitation and evaluates the methodological rigour of studies in this area to date. Methods: Relevant studies were identified through a systematic search of PubMed and Embase to April 2009. Data on study design, recruitment strategy, participants, exercise intervention, adherence rates, and outcomes were extracted. Methodological rigour was assessed using a structured rating system. Results: Ten studies were included. Breast cancer patients were the predominate patient group represented. Most interventions were aerobic or resistance-training exercise programmes, and exercise type, frequency, duration and intensity varied across studies. Improvements in physical functioning, strength, physical activity levels, quality of life, fatigue, immune function, haemoglobin concentrations, potential markers of recurrence, and body composition were reported. However, all studies were limited by incomplete reporting and methodological limitations. Conclusions: Although the methodological limitations of studies in this new field must be acknowledged, initial evidence indicates that exercise is feasible and may provide physiological and psychological benefits for cancer survivors during the rehabilitation period. Future studies with rigorous study designs are now required to advance the field.