Exercise has become an integral part of breast-cancer rehabilitation and post-rehabilitation. While health benefits of physical exercise training are well characterised for these periods, much less is known about the effectiveness of exercise training during breast-cancer treatment, i.e. while receiving chemo- or radiotherapy. The aim of this piece of work was to close this gap. For these purposes, a systematic review, following the rigorous review methodology of the Cochrane Collaboration, was conducted. Results indeed indicate that important physical and mental health outcomes, such as health-related physical fitness, fatigue, anxiety, and depression, can be improved through regular exercise training. Currently, there is no evidence of harm (e.g. an increased risk of injury or lymphedema) from moderate physical exercise during breast-cancer treatment. Thus, the results of this systematic review support recommending and encouraging women undergoing adjuvant treatment of breast-cancer to exercise.