Abstract: The lack of physical activity and its associated obesity, excessive nutrition, chronic inflammation, and metabolic disorders are all crucial pathogenic factors for cancer. The role of exercise is increasingly evident in the prevention, adjunctive treatment and prognosis in cancer patients. These effects are closely linked to the reducing availability of nutrients in circulation, alleviating chronic inflammatory states, improving insulin metabolism, and enhancing the immune system’s functionality of exercise. The abovementioned factors collectively elevate the body’s “set point”, enabling better responses to challenges from both internal and external environments. More and more studies confirmed that the most direct mechanistic effect of exercise in inhibiting cancer cell growth is attributed to the improvement of the tumor immune microenvironment, which including the mobilization and increased proliferation activity of natural and adaptive immune cells, enhanced effector functions, and subtype conversion of immune cells.However, only a few studies have revealed the role of “exerkines” as a bridge in improving the tumor immune microenvironment through exercise. In the future, there is an urgent need to investigate the “inherent” mechanisms of exercise, so as to provide new avenues in cancer immunotherapy.