Tumours contain immune cells and a network of pro- and anti-inflammatory cytokines, which collaborate in the development and progression of cancer. Cytokine profiles might prove to be prognostic. The systemic effects of pro-inflammatory cytokines are associated with fatigue, depression and cognitive impairment, and can affect quality of life before, during and after treatment. In people with advanced cancer, pro-inflammatory cytokines are additionally associated with anorexia and cachexia, pain, toxicity of treatment and resistance to treatment. However, physical activity might modify cytokine levels and decrease fatigue in patients with cancer, and might also improve their prognosis.