Reduced physical fitness is associated with increased risk of complications after intra-cavity surgery. Aerobic exercise training interventions improve physical fitness in clinical populations. However, it is unclear whether implementing a preoperative aerobic exercise training intervention improves outcome after intra-cavity surgery. We conducted a systematic review (Embase and PubMed, to April 2011) to address the question: does preoperative aerobic exercise training in intra-cavity surgery result in improved postoperative clinical outcomes? Secondary objectives were to describe the effect of such an intervention on physical fitness and health-related quality of life (HRQL) and report feasibility, safety, and cost-effectiveness. Ten studies were identified from 2443 candidate abstracts. Eight studies were small (<100 patients) and all were single centre. Seven studies reported clinical outcomes. Two studies were controlled trials and two used a sham intervention group. One study in cardiac surgery demonstrated reduced postoperative hospital and intensive care length of stay in the intervention group. Eight studies showed improvement in ≥ 1 measure of physical fitness after the intervention. HRQL was reported in five studies; three showed improved HRQL after the intervention. The frequency, duration, and intensities of the exercise interventions varied across the studies. Adherence to exercise interventions was good. Two exercise-related adverse events (transient hypotension) were reported. Evidence for improved postoperative clinical outcome after preoperative aerobic exercise training interventions is limited. However, preoperative aerobic exercise training seems to be generally effective in improving physical fitness in patients awaiting intra-cavity surgery and appears to be feasible and safe.