The importance of physical activity for chronic disease prevention and management has become generally well accepted. The number of research interventions and publications examining the benefits of physical activity for patients with cancer has been rising steadily. However, much of that research has focused on the impact of physical activity either prior to or early in the cancer diagnosis, treatment, and survivorship process. Research focusing on the effects of physical activity, specifically for patients with advanced-stage cancer and poorer prognostic outcomes, has been addressed only recently. The purpose of this article is to examine the state of the science for physical activity in the advanced-stage disease subset of the cancer population. Exercise in a variety of intensities and forms, including yoga, walking, biking, and swimming, has many health benefits for people, including those diagnosed with cancer. Research has shown that, for people with cancer (including advanced-stage cancer), exercise can decrease anxiety, stress, and depression while improving levels of pain, fatigue, shortness of breath, constipation, and insomnia. People diagnosed with cancer should discuss with their oncologist safe, easy ways they can incorporate exercise into their daily lives.