Exercise has been increasingly investigated as an adjunct therapy for cancer patients. The purpose of this paper is to comprehensively review the literature regarding exercise as a therapeutic adjunct for prostate cancer (PC). Several studies in patients with PC have shown quality of life improvements associated with exercise. Although no study has established the effect of exercise as a monotherapy for PC, the molecular mechanisms responsible for the potential association between exercise and PC are being elucidated. Given the low-risk, high-reward nature of these studies, further investigations are needed to better define the function of exercise along the PC continuum.