The morbidity and mortality of malignant tumor are increasing in China the integrative oncology treatment strategy has become more and more important. As a part of integrative oncology treatment strategies exercise therapy has been confirmed its crucial role in the prevention and treatment of malignant tumor. Exercise can not only affect the tumor microenvironment inhibit or reverse some metabolic pathways but also prevent cancer occurrence by reducing the risk factors of tumorigenesis. The anti-cancer effect of exercise is reflected in many outcomes. It can reduce the risk of tumor metastasis and recurrence and improve the prognosis of tumor patients. Exercise can also improve the efficacy of anti-cancer therapy and reduce related side effects relieve tumor-related symptoms and improve the quality of life of patients. Risk assessment and exercise test are required before the implementation of exercise therapy to screen patients who can be subjected to exercise therapy. In particular based on four elements of FITT frequency intensity time and type the formulation of individual exercise prescription should also consider heterogeneous patients with different types and stages of malignant tumors and perform dynamic monitoring and adjustment in follow-up treatment. At present the practical scheme suitable for physical activity of tumor patients in China still needs to be further explored to make it suitable and maximumly beneficial for malignant tumor patients.