Most patients with cancer experience fatigue, a severe activity-limiting symptom with a multifactorial origin. To avoid cancer-related fatigue, patients are frequently advised to seek periods of rest and to reduce their amount of physical activity. This advice is reminiscent of that formerly given to patients with heart disease. However, such recommendations can paradoxically compound symptoms of fatigue, since sedentary habits induce muscle catabolism and thus cause a further decrease in functional capacity. By contrast, there is scientific evidence that an exercise programme of low to moderate intensity can substantially reduce cancer-related fatigue and improve the quality of life of these patients. Current knowledge, combined with findings soon to be published, could launch new opportunities for patients with cancer. In this new century, exercise physiology could soon prove to be very useful for oncologists.