With the increase in the number of cancer survivors, there is a need to understand the effect of physical activity (PA) on cancer prognosis. The purpose of this paper is to evaluate methods used to assess PA and energy expenditure (EE) in exercise interventions following cancer diagnosis and to evaluate the outcomes of these interventions. A literature search of studies up to and including June 2003 was conducted. To be included in the review, studies had to examine the effects of a PA intervention following cancer diagnosis. Forty-three studies met the selection criteria; 21 were randomized controlled trials and 22 were quasi-experimental study designs. The studies vary in terms of the purpose, subjects, study design, variables measured, and level of detail reported in the study manuscript. A focus of most studies was on the feasibility of performing PA interventions in cancer survivors and the effect on psychosocial processes. Very few studies examined the effect of PA on physiological or biological processes, and no studies examined the effect of PA on cancer recurrence or survival. Overall, the studies consistently demonstrated that PA has a positive effect on psychosocial processes, including fatigue and nausea. Many challenges remain pertaining to the study of PA following cancer diagnosis to include subject recruitment and compliance, delivery and assessment of PA, and the measurement of study variables. Future studies are needed that use a randomized controlled design with process, short-term impact, and long-term outcome measures to identify a dose-response effect of increased PA and physical fitness on cancer recurrence and survival.