Resumo. ABSTRACT It is now well-known that physical activity and exercise are both able to prevent the appearance of different types of cancer, increase survival, improve quality of life and attenuate the adverse effects caused by cancer and its treatment. Therefore, the current recommendation is that every cancer survivor must be encouraged to stay active, begin or keep exercising after the cancer diagnosis, contrary to the recommendation of 20 years ago to “rest and avoid physical efforts”. In fact, physical exercise is now recognized as a reliable, inexpensive, adverse effect-free, safe and relatively simple tool to be incorporated into the context of cancer treatment. However, Brazil has not contributed and is not part of the agenda to make exercise as a standard in cancer care. This literature review aims to present the scientific evidence of the use of physical exercise in the different stages of cancer treatment and the most recent contributions to the development of exercise prescription for people with cancer. In addition, I will discuss the main challenges and future perspectives for the area of exercise oncology, considering the Brazilian context.